-12.6%
TLT vs AXTI
+771.7%
-784.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.5% |
| 7D | -3.1% | +7.6% | -10.7% | -3.0% |
| 30D | +1.0% | -32.1% | +33.1% | +0.8% |
| 3M | -2.7% | -46.0% | +43.3% | -3.1% |
| 6M | -4.1% | -65.7% | +61.5% | -4.6% |
| YTD | -5.4% | +155.9% | -161.3% | -3.3% |
| 1Y | -7.0% | +300.8% | -307.8% | -4.5% |
| 3Y | +2.8% | +1,981.6% | -1,978.8% | +9.0% |
| 5Y | -35.4% | +359.3% | -394.6% | -33.2% |
| All | -12.6% | +771.7% | -784.3% | -7.1% |
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