+1,480.8%
AMD vs TXG
+16.0%
+1,464.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.0% |
| 7D | +2.6% | +1.8% | +0.8% | +2.0% |
| 30D | -0.9% | +32.0% | -32.9% | -9.9% |
| 3M | -8.7% | +87.0% | -95.7% | -25.3% |
| 6M | +136.3% | +180.1% | -43.7% | +70.2% |
| YTD | +123.0% | +284.1% | -161.1% | +44.7% |
| 1Y | +195.2% | +361.7% | -166.5% | +77.0% |
| 3Y | +336.3% | +15.9% | +320.4% | +255.8% |
| 5Y | +334.5% | -66.2% | +400.6% | +347.4% |
| All | +1,480.8% | +16.0% | +1,464.8% | +1,124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling