+1,631.4%
AXTI vs TXG
+24.6%
+1,606.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.8% |
| 7D | +21.0% | +9.1% | +11.9% | +17.7% |
| 30D | -6.6% | +14.9% | -21.5% | -10.9% |
| 3M | -12.1% | +120.0% | -132.0% | -33.0% |
| 6M | +78.7% | +221.8% | -143.1% | +17.4% |
| YTD | +321.5% | +312.6% | +8.9% | +151.5% |
| 1Y | +2,166.8% | +398.4% | +1,768.3% | +1,153.1% |
| 3Y | +2,807.6% | +42.1% | +2,765.5% | +2,131.5% |
| 5Y | +651.5% | -63.5% | +714.9% | +752.3% |
| All | +1,631.4% | +24.6% | +1,606.8% | +1,434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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