+301.8%
AMD vs TXG
+49.6%
+252.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.1% | +8.9% | +10.5% |
| 7D | -11.0% | -15.4% | +4.4% | -6.5% |
| 30D | -30.5% | -22.1% | -8.4% | -25.3% |
| 3M | -8.2% | +30.0% | -38.2% | -15.4% |
| 6M | +6.6% | +160.7% | -154.1% | -17.9% |
| YTD | +109.7% | +263.5% | -153.8% | +46.9% |
| 1Y | +88.9% | +356.0% | -267.1% | +23.8% |
| 3Y | +301.8% | +53.4% | +248.4% | +188.2% |
| All | +301.8% | +49.6% | +252.2% | +188.2% |
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