+995.5%
AXTI vs TSLQ
-97.3%
+1,092.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +21.0% | -8.0% | +29.0% | +18.8% |
| 30D | -6.6% | -23.8% | +17.1% | -11.8% |
| 3M | -12.1% | -7.0% | -5.0% | -8.2% |
| 6M | +78.7% | -17.1% | +95.8% | +87.8% |
| YTD | +321.5% | +0.1% | +321.4% | +365.8% |
| 1Y | +2,166.8% | -51.2% | +2,218.0% | +2,170.3% |
| 3Y | +2,807.6% | -95.9% | +2,903.5% | +2,302.6% |
| All | +995.5% | -97.3% | +1,092.8% | +789.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 all: compounded portfolio wealth divided by compounded TSLQ 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…
all analysis · Full analysis span regression · 6 months rolling