+554.7%
AXTI vs TXT
+180.8%
+373.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.6% | +12.3% | +12.6% |
| 7D | +24.0% | -0.2% | +24.2% | +24.1% |
| 30D | -21.5% | -11.1% | -10.4% | -18.1% |
| 3M | -23.4% | -13.0% | -10.4% | -19.5% |
| 6M | +114.9% | -16.2% | +131.1% | +127.3% |
| YTD | +325.4% | -8.7% | +334.2% | +335.6% |
| 1Y | +2,136.7% | -3.8% | +2,140.4% | +2,158.3% |
| 3Y | +2,835.0% | +5.5% | +2,829.5% | +2,784.2% |
| 5Y | +652.8% | +12.3% | +640.5% | +627.5% |
| 10Y | +1,513.9% | +97.4% | +1,416.5% | +1,138.0% |
| All | +554.7% | +180.8% | +373.9% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling