+762.7%
AXTI vs TMF
-82.1%
+844.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -4.1% |
| 7D | +7.6% | -9.3% | +16.9% | +6.4% |
| 30D | -32.1% | +1.9% | -34.0% | -31.8% |
| 3M | -46.0% | -11.2% | -34.7% | -46.4% |
| 6M | -65.7% | -17.7% | -48.0% | -66.2% |
| YTD | +155.9% | -24.5% | +180.4% | +150.5% |
| 1Y | +300.8% | -29.4% | +330.2% | +289.9% |
| 3Y | +1,981.6% | -33.4% | +2,015.0% | +1,953.3% |
| 5Y | +359.3% | -88.7% | +448.0% | +238.3% |
| All | +762.7% | -82.1% | +844.8% | +679.7% |
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