+1,472.1%
AXTI vs TMF
-86.4%
+1,558.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | -5.1% | +10.2% | +4.5% |
| 30D | -17.5% | -4.6% | -12.9% | -17.7% |
| 3M | -26.7% | -16.6% | -10.1% | -27.9% |
| 6M | +36.8% | -19.9% | +56.6% | +34.2% |
| YTD | +296.1% | -20.2% | +316.3% | +289.2% |
| 1Y | +1,810.6% | -27.7% | +1,838.3% | +1,765.8% |
| 3Y | +2,587.6% | -43.9% | +2,631.5% | +2,503.2% |
| 5Y | +601.7% | -88.4% | +690.1% | +424.0% |
| All | +1,472.1% | -86.4% | +1,558.5% | +1,308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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