+1,386.4%
AMD vs TXG
+9.8%
+1,376.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.1% | +8.9% | +10.4% |
| 7D | -11.0% | -15.4% | +4.4% | -6.1% |
| 30D | -30.5% | -22.1% | -8.4% | -24.8% |
| 3M | -8.2% | +30.0% | -38.2% | -16.7% |
| 6M | +6.6% | +160.7% | -154.1% | -21.6% |
| YTD | +109.7% | +263.5% | -153.8% | +37.4% |
| 1Y | +88.9% | +356.0% | -267.1% | +14.2% |
| 3Y | +301.8% | +53.4% | +248.4% | +199.4% |
| 5Y | +229.4% | -66.7% | +296.0% | +240.6% |
| All | +1,386.4% | +9.8% | +1,376.6% | +1,063.0% |
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