+84.0%
AMD vs TXG
+277.3%
-193.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.1% | +8.9% | +10.4% |
| 7D | -11.0% | -15.4% | +4.4% | -5.8% |
| 30D | -30.5% | -22.1% | -8.4% | -24.6% |
| 3M | -8.2% | +30.0% | -38.2% | -15.7% |
| 6M | +6.6% | +160.7% | -154.1% | -17.6% |
| YTD | +109.7% | +263.5% | -153.8% | +52.7% |
| All | +84.0% | +277.3% | -193.3% | +34.4% |
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