+1,761.2%
AXTI vs TLN
+574.4%
+1,186.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +5.1% | -1.3% | +6.4% | +6.0% |
| 30D | -17.5% | -14.3% | -3.1% | -10.5% |
| 3M | -26.7% | -9.3% | -17.4% | -21.4% |
| 6M | +36.8% | -1.1% | +37.9% | +40.4% |
| YTD | +296.1% | -16.6% | +312.7% | +332.1% |
| 1Y | +1,810.6% | -22.0% | +1,832.6% | +2,063.8% |
| 3Y | +2,587.6% | +470.2% | +2,117.4% | +1,139.9% |
| All | +1,761.2% | +574.4% | +1,186.8% | +802.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling