+234.0%
AMD vs TXG
+366.6%
-132.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +4.9% |
| 7D | +10.0% | +9.4% | +0.7% | +7.9% |
| 30D | +4.6% | +26.1% | -21.5% | -1.3% |
| 3M | +3.1% | +124.8% | -121.7% | -14.9% |
| 6M | +162.8% | +215.2% | -52.4% | +103.5% |
| YTD | +136.2% | +302.2% | -166.1% | +76.6% |
| 1Y | +234.0% | +370.9% | -136.9% | +136.4% |
| All | +234.0% | +366.6% | -132.6% | +136.4% |
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