+95.5%
AMD vs TXG
+406.9%
-311.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.1% |
| 7D | -15.5% | -19.3% | +3.8% | -10.6% |
| 30D | -22.6% | -30.9% | +8.3% | -16.0% |
| 3M | -5.7% | +41.1% | -46.8% | -15.4% |
| 6M | +43.1% | +211.9% | -168.8% | +7.2% |
| YTD | +128.2% | +314.0% | -185.7% | +62.5% |
| 1Y | +95.5% | +405.4% | -309.9% | +33.7% |
| All | +95.5% | +406.9% | -311.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling