+241.5%
AMD vs TXT
+13.0%
+228.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.2% | +11.0% | +11.6% |
| 7D | +8.9% | -3.5% | +12.5% | +12.0% |
| 30D | -16.4% | +15.2% | -31.5% | -25.6% |
| 3M | +5.2% | -4.5% | +9.7% | +7.8% |
| 6M | +11.7% | -6.1% | +17.8% | +16.2% |
| YTD | +137.5% | -2.0% | +139.4% | +134.0% |
| 1Y | +117.8% | +4.2% | +113.6% | +103.6% |
| 3Y | +348.1% | +14.4% | +333.7% | +261.0% |
| 5Y | +241.5% | +12.3% | +229.2% | +170.7% |
| All | +241.5% | +13.0% | +228.5% | +170.7% |
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 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