+8,520.0%
AMD vs TXT
+90.9%
+8,429.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.8% | +6.8% |
| 7D | +44.7% | -1.1% | +45.8% | +45.4% |
| 30D | -3.3% | +13.3% | -16.6% | -9.9% |
| 3M | +21.2% | -5.1% | +26.3% | +23.4% |
| 6M | +30.6% | -7.1% | +37.7% | +34.6% |
| YTD | +173.3% | -3.2% | +176.5% | +173.5% |
| 1Y | +126.1% | +2.3% | +123.8% | +119.7% |
| 3Y | +393.5% | +11.1% | +382.5% | +353.4% |
| 5Y | +295.8% | +10.0% | +285.8% | +266.1% |
| All | +8,520.0% | +90.9% | +8,429.1% | +8,184.7% |
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