+797.7%
AXTI vs TYL
+183.3%
+614.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.2% |
| 7D | +18.6% | -1.6% | +20.1% | +19.1% |
| 30D | -32.6% | +22.1% | -54.7% | -37.4% |
| 3M | -44.5% | +33.4% | -77.9% | -51.2% |
| 6M | -64.6% | +36.8% | -101.4% | -70.7% |
| YTD | +166.3% | -6.7% | +173.0% | +161.1% |
| 1Y | +296.5% | -9.2% | +305.8% | +292.0% |
| 3Y | +2,099.0% | +1.2% | +2,097.8% | +1,799.1% |
| 5Y | +377.9% | -23.0% | +400.9% | +391.1% |
| All | +797.7% | +183.3% | +614.5% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling