+234.0%
AMD vs TXN
+41.2%
+192.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +10.0% | +2.2% | +7.8% | +8.5% |
| 30D | +4.6% | -9.5% | +14.1% | +11.7% |
| 3M | +3.1% | -10.5% | +13.7% | +12.0% |
| 6M | +162.8% | +35.4% | +127.5% | +143.7% |
| YTD | +136.2% | +51.8% | +84.4% | +104.3% |
| 1Y | +234.0% | +42.9% | +191.1% | +207.1% |
| All | +234.0% | +41.2% | +192.8% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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