+337.5%
AMD vs TXT
+10.4%
+327.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.0% |
| 7D | +2.6% | -4.8% | +7.4% | +6.3% |
| 30D | -0.9% | -10.6% | +9.7% | +7.7% |
| 3M | -8.7% | -13.2% | +4.5% | +1.4% |
| 6M | +136.3% | -20.3% | +156.7% | +179.8% |
| YTD | +123.0% | -9.3% | +132.2% | +135.5% |
| 1Y | +195.2% | -2.7% | +197.9% | +193.2% |
| 3Y | +336.3% | +1.4% | +335.0% | +294.1% |
| All | +337.5% | +10.4% | +327.1% | +257.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling