+1,470.4%
AXTI vs TMUS
+318.7%
+1,151.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | +15.1% | -5.8% | +20.9% | +16.4% |
| 30D | -12.3% | -0.2% | -12.1% | -12.6% |
| 3M | -24.1% | -4.0% | -20.2% | -24.6% |
| 6M | +46.0% | -18.1% | +64.2% | +51.1% |
| YTD | +295.7% | -11.3% | +307.1% | +298.2% |
| 1Y | +1,825.6% | -24.7% | +1,850.3% | +1,922.0% |
| 3Y | +2,630.0% | +35.4% | +2,594.6% | +2,066.3% |
| 5Y | +601.0% | +42.4% | +558.5% | +439.8% |
| All | +1,470.4% | +318.7% | +1,151.7% | +864.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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