+1,730.2%
AMD vs TXG
+14.9%
+1,715.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.7% |
| 7D | +13.1% | -8.1% | +21.2% | +16.7% |
| 30D | -7.0% | -17.5% | +10.5% | -0.9% |
| 3M | +16.6% | +6.1% | +10.5% | +13.3% |
| 6M | +20.5% | +202.7% | -182.2% | -14.9% |
| YTD | +158.2% | +280.4% | -122.3% | +67.1% |
| 1Y | +132.8% | +274.0% | -141.2% | +50.4% |
| 3Y | +366.2% | +74.9% | +291.3% | +234.1% |
| 5Y | +278.7% | -63.0% | +341.7% | +281.2% |
| All | +1,730.2% | +14.9% | +1,715.3% | +1,313.8% |
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