+1,472.1%
AXTI vs TNA
+86.1%
+1,386.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +5.1% | -7.3% | +12.3% | +8.9% |
| 30D | -17.5% | -14.2% | -3.3% | -10.9% |
| 3M | -26.7% | -4.6% | -22.1% | -23.5% |
| 6M | +36.8% | +36.9% | -0.2% | +19.9% |
| YTD | +296.1% | +42.5% | +253.6% | +243.3% |
| 1Y | +1,810.6% | +45.8% | +1,764.9% | +1,545.9% |
| 3Y | +2,587.6% | +104.7% | +2,482.9% | +1,776.2% |
| 5Y | +601.7% | -21.7% | +623.4% | +550.6% |
| All | +1,472.1% | +86.1% | +1,386.0% | +805.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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