-20.8%
TLT vs AXTI
+1,481.9%
-1,502.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | -1.2% |
| 7D | -1.6% | +15.1% | -16.7% | -1.4% |
| 30D | -1.3% | -12.3% | +11.0% | -1.4% |
| 3M | -3.7% | -24.1% | +20.4% | -3.7% |
| 6M | -6.4% | +46.0% | -52.4% | -5.4% |
| YTD | -4.5% | +295.7% | -300.2% | -2.2% |
| 1Y | -5.9% | +1,825.6% | -1,831.5% | -1.8% |
| 3Y | -2.8% | +2,630.0% | -2,632.8% | +2.8% |
| 5Y | -35.1% | +601.0% | -636.0% | -32.7% |
| All | -20.8% | +1,481.9% | -1,502.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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