+651.5%
AXTI vs TMF
-88.0%
+739.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.9% |
| 7D | +21.0% | -0.9% | +21.9% | +21.0% |
| 30D | -6.6% | -1.0% | -5.7% | -6.6% |
| 3M | -12.1% | -11.3% | -0.8% | -12.0% |
| 6M | +78.7% | -22.7% | +101.4% | +79.2% |
| YTD | +321.5% | -17.3% | +338.8% | +321.8% |
| 1Y | +2,166.8% | -22.5% | +2,189.3% | +2,170.6% |
| 3Y | +2,807.6% | -43.2% | +2,850.8% | +2,816.0% |
| 5Y | +651.5% | -88.3% | +739.8% | +519.3% |
| All | +651.5% | -88.0% | +739.4% | +519.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling