+1,294.0%
AXTI vs TTD
+387.7%
+906.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.8% | +15.7% | +13.5% |
| 7D | +24.0% | +1.7% | +22.2% | +23.1% |
| 30D | -21.5% | +1.6% | -23.1% | -22.3% |
| 3M | -23.4% | -27.8% | +4.5% | -20.1% |
| 6M | +114.9% | -52.1% | +167.0% | +147.1% |
| YTD | +325.4% | -63.1% | +388.5% | +418.4% |
| 1Y | +2,136.7% | -73.1% | +2,209.7% | +2,846.3% |
| 3Y | +2,835.0% | -83.3% | +2,918.3% | +3,900.2% |
| 5Y | +652.8% | -80.6% | +733.4% | +774.9% |
| All | +1,294.0% | +387.7% | +906.3% | +634.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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