+652.8%
AXTI vs TYL
-28.2%
+681.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.5% | +17.3% | +13.3% |
| 7D | +24.0% | -7.6% | +31.6% | +24.9% |
| 30D | -21.5% | +11.3% | -32.8% | -23.3% |
| 3M | -23.4% | +14.5% | -37.9% | -27.5% |
| 6M | +114.9% | -7.1% | +122.0% | +116.3% |
| YTD | +325.4% | -23.4% | +348.8% | +360.5% |
| 1Y | +2,136.7% | -38.6% | +2,175.2% | +2,560.1% |
| 3Y | +2,835.0% | -11.3% | +2,846.3% | +2,607.1% |
| 5Y | +652.8% | -28.0% | +680.8% | +660.7% |
| All | +652.8% | -28.2% | +681.0% | +660.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling