+84.0%
AMD vs TXT
+1.9%
+82.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +11.7% |
| 7D | -11.0% | -2.5% | -8.5% | -10.4% |
| 30D | -30.5% | +14.4% | -44.9% | -34.5% |
| 3M | -8.2% | -4.9% | -3.3% | -5.0% |
| 6M | +6.6% | -10.2% | +16.8% | +13.2% |
| YTD | +109.7% | -4.1% | +113.8% | +121.7% |
| All | +84.0% | +1.9% | +82.2% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling