+1,472.1%
AXTI vs TSEM
+1,313.0%
+159.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -1.0% |
| 7D | +5.1% | -4.9% | +9.9% | +8.8% |
| 30D | -17.5% | -18.7% | +1.3% | -3.6% |
| 3M | -26.7% | -18.1% | -8.6% | -11.9% |
| 6M | +36.8% | +77.1% | -40.3% | -0.6% |
| YTD | +296.1% | +80.1% | +216.0% | +190.9% |
| 1Y | +1,810.6% | +220.4% | +1,590.2% | +925.4% |
| 3Y | +2,587.6% | +650.1% | +1,937.5% | +756.1% |
| 5Y | +601.7% | +628.9% | -27.1% | +113.3% |
| All | +1,472.1% | +1,313.0% | +159.1% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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