-34.5%
TLT vs AXTI
+352.8%
-387.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.4% |
| 7D | -3.1% | +7.6% | -10.7% | -3.1% |
| 30D | +1.0% | -32.1% | +33.1% | +1.0% |
| 3M | -2.7% | -46.0% | +43.3% | -2.8% |
| 6M | -4.1% | -65.7% | +61.5% | -4.2% |
| YTD | -5.4% | +155.9% | -161.3% | -5.8% |
| 1Y | -7.0% | +300.8% | -307.8% | -7.6% |
| 3Y | +2.8% | +1,981.6% | -1,978.8% | -0.2% |
| All | -34.5% | +352.8% | -387.4% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling