-52.1%
TSLL vs AXTI
+400.7%
-452.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.4% | +0.5% | +8.7% |
| 7D | -14.3% | -11.0% | -3.3% | -11.7% |
| 30D | -6.2% | -37.3% | +31.2% | +3.2% |
| 3M | +21.2% | -51.6% | +72.7% | +36.8% |
| 6M | -36.6% | -63.1% | +26.5% | -28.1% |
| YTD | -47.8% | +162.4% | -210.2% | -66.0% |
| 1Y | -45.2% | +353.6% | -398.8% | -69.8% |
| 3Y | -3.3% | +1,972.9% | -1,976.2% | -70.7% |
| All | -52.1% | +400.7% | -452.8% | -74.7% |
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