+425.9%
AXTI vs TOST
-46.7%
+472.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.3% |
| 7D | -11.0% | +4.0% | -15.0% | -11.9% |
| 30D | -37.3% | +11.1% | -48.4% | -39.4% |
| 3M | -51.6% | +0.8% | -52.4% | -52.4% |
| 6M | -63.1% | +38.8% | -101.9% | -67.5% |
| YTD | +162.4% | -2.1% | +164.5% | +153.0% |
| 1Y | +353.6% | -6.0% | +359.6% | +342.5% |
| 3Y | +1,972.9% | +149.8% | +1,823.2% | +1,372.7% |
| 5Y | +370.0% | -42.8% | +412.8% | +292.8% |
| All | +425.9% | -46.7% | +472.6% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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