+1,572.6%
AXTI vs TPR
+310.5%
+1,262.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.5% |
| 7D | +21.0% | -7.3% | +28.3% | +24.8% |
| 30D | -6.6% | -30.7% | +24.1% | +8.1% |
| 3M | -12.1% | -21.6% | +9.6% | -4.0% |
| 6M | +78.7% | -21.3% | +100.0% | +91.0% |
| YTD | +321.5% | -10.2% | +331.6% | +330.1% |
| 1Y | +2,166.8% | +9.5% | +2,157.3% | +2,024.9% |
| 3Y | +2,807.6% | +280.8% | +2,526.8% | +1,500.2% |
| 5Y | +651.5% | +218.7% | +432.8% | +330.9% |
| All | +1,572.6% | +310.5% | +1,262.1% | +730.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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