+727.6%
AXTI vs TYL
+182.7%
+544.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.8% | -9.2% | -8.6% |
| 7D | -23.4% | +4.3% | -27.7% | -24.6% |
| 30D | -42.6% | +28.0% | -70.5% | -47.5% |
| 3M | -46.7% | +32.3% | -79.1% | -53.1% |
| 6M | -66.2% | +29.9% | -96.1% | -71.4% |
| YTD | +140.4% | -7.1% | +147.5% | +136.0% |
| 1Y | +276.5% | -9.2% | +285.8% | +271.5% |
| 3Y | +1,885.4% | +0.7% | +1,884.6% | +1,616.5% |
| 5Y | +350.3% | -21.1% | +371.3% | +353.0% |
| All | +727.6% | +182.7% | +544.9% | +275.8% |
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