+261.9%
AMD vs TXT
+10.0%
+251.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.6% | -15.6% | -16.4% |
| 7D | -28.6% | -2.5% | -26.1% | -27.6% |
| 30D | -37.7% | +12.8% | -50.6% | -42.2% |
| 3M | -16.1% | -3.6% | -12.5% | -14.5% |
| 6M | +13.8% | -6.9% | +20.8% | +18.9% |
| YTD | +88.8% | -2.2% | +91.0% | +88.8% |
| 1Y | +57.8% | +6.3% | +51.5% | +49.3% |
| All | +261.9% | +10.0% | +251.9% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling