+356.3%
AXTI vs TPR
+230.3%
+126.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | -32.1% | +15.1% | -47.2% | -38.4% |
| 3M | -46.0% | +3.5% | -49.5% | -48.8% |
| 6M | -65.7% | +0.4% | -66.1% | -68.0% |
| YTD | +155.9% | +4.6% | +151.3% | +133.4% |
| 1Y | +300.8% | +33.1% | +267.7% | +217.7% |
| 3Y | +1,981.6% | +396.0% | +1,585.6% | +690.1% |
| All | +356.3% | +230.3% | +126.0% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling