+744.5%
AXTI vs TOST
-50.3%
+794.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | +21.0% | -4.7% | +25.7% | +22.4% |
| 30D | -6.6% | -9.1% | +2.4% | -4.7% |
| 3M | -12.1% | +29.8% | -41.9% | -19.9% |
| 6M | +78.7% | +10.0% | +68.7% | +68.4% |
| YTD | +321.5% | -8.6% | +330.1% | +317.5% |
| 1Y | +2,166.8% | -20.7% | +2,187.5% | +2,233.3% |
| 3Y | +2,807.6% | +55.7% | +2,751.9% | +2,260.2% |
| All | +744.5% | -50.3% | +794.8% | +618.5% |
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