+331.1%
AMD vs TXG
+17.1%
+314.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | +2.6% | +1.8% | +0.8% | +2.1% |
| 30D | -0.9% | +32.0% | -32.9% | -8.7% |
| 3M | -8.7% | +87.0% | -95.7% | -23.2% |
| 6M | +136.3% | +180.1% | -43.7% | +78.7% |
| YTD | +123.0% | +284.1% | -161.1% | +55.0% |
| 1Y | +195.2% | +361.7% | -166.5% | +92.3% |
| All | +331.1% | +17.1% | +314.0% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling