+2,587.6%
AXTI vs TXT
+7.0%
+2,580.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -1.5% |
| 7D | +5.1% | +2.5% | +2.6% | +3.3% |
| 30D | -17.5% | -8.9% | -8.6% | -11.9% |
| 3M | -26.7% | -13.6% | -13.1% | -18.5% |
| 6M | +36.8% | -13.1% | +49.9% | +48.8% |
| YTD | +296.1% | -7.0% | +303.2% | +302.3% |
| 1Y | +1,810.6% | -1.4% | +1,812.0% | +1,760.4% |
| 3Y | +2,587.6% | +7.0% | +2,580.6% | +2,635.1% |
| All | +2,587.6% | +7.0% | +2,580.6% | +2,635.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling