+1,667.8%
AMD vs TXG
+7.8%
+1,660.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.5% | -7.2% | -8.3% |
| 7D | +18.9% | -1.8% | +20.8% | +19.6% |
| 30D | -6.4% | -20.4% | +14.0% | +0.8% |
| 3M | +10.6% | +0.1% | +10.5% | +9.3% |
| 6M | +19.9% | +176.2% | -156.3% | -13.1% |
| YTD | +149.4% | +256.8% | -107.4% | +64.4% |
| 1Y | +115.4% | +255.9% | -140.5% | +41.1% |
| 3Y | +357.3% | +60.2% | +297.1% | +236.4% |
| 5Y | +261.1% | -65.1% | +326.2% | +269.6% |
| All | +1,667.8% | +7.8% | +1,660.1% | +1,291.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling