+554.7%
AXTI vs TFC
+317.2%
+237.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.1% | +15.0% | +13.7% |
| 7D | +24.0% | +2.2% | +21.7% | +22.7% |
| 30D | -21.5% | -2.5% | -19.0% | -20.7% |
| 3M | -23.4% | +4.5% | -27.9% | -25.8% |
| 6M | +114.9% | +11.0% | +103.9% | +101.8% |
| YTD | +325.4% | +5.9% | +319.5% | +308.0% |
| 1Y | +2,136.7% | +14.6% | +2,122.1% | +1,977.9% |
| 3Y | +2,835.0% | +96.7% | +2,738.3% | +2,140.4% |
| 5Y | +652.8% | +15.6% | +637.2% | +588.9% |
| 10Y | +1,513.9% | +98.6% | +1,415.3% | +1,095.4% |
| All | +554.7% | +317.2% | +237.5% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling