+1,574.1%
AMD vs TXG
+21.5%
+1,552.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +4.5% |
| 7D | +10.0% | +9.4% | +0.7% | +7.2% |
| 30D | +4.6% | +26.1% | -21.5% | -3.1% |
| 3M | +3.1% | +124.8% | -121.7% | -20.0% |
| 6M | +162.8% | +215.2% | -52.4% | +82.9% |
| YTD | +136.2% | +302.2% | -166.1% | +51.3% |
| 1Y | +234.0% | +370.9% | -136.9% | +99.4% |
| 3Y | +376.7% | +38.5% | +338.2% | +267.9% |
| 5Y | +376.3% | -64.4% | +440.7% | +383.4% |
| All | +1,574.1% | +21.5% | +1,552.6% | +1,180.0% |
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