+8,164.6%
AMD vs TXT
+98.8%
+8,065.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.8% |
| 7D | +13.1% | -0.8% | +13.9% | +13.7% |
| 30D | -7.0% | +13.4% | -20.4% | -13.3% |
| 3M | +16.6% | -2.5% | +19.1% | +17.1% |
| 6M | +20.5% | -6.2% | +26.7% | +23.8% |
| YTD | +158.2% | -1.3% | +159.5% | +156.1% |
| 1Y | +132.8% | +4.3% | +128.5% | +124.2% |
| 3Y | +366.2% | +13.2% | +353.0% | +324.5% |
| 5Y | +278.7% | +12.4% | +266.3% | +246.9% |
| 10Y | +8,164.6% | +94.8% | +8,069.8% | +7,955.3% |
| All | +8,164.6% | +98.8% | +8,065.8% | +7,955.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling