-22.0%
QID vs TXG
+406.9%
-428.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -1.1% |
| 7D | +9.8% | -19.3% | +29.0% | +5.5% |
| 30D | +18.9% | -30.9% | +49.8% | +11.8% |
| 3M | +9.6% | +41.1% | -31.5% | +21.8% |
| 6M | -7.8% | +211.9% | -219.7% | +22.5% |
| YTD | -23.3% | +314.0% | -337.3% | +8.5% |
| 1Y | -22.0% | +405.4% | -427.4% | +14.4% |
| All | -22.0% | +406.9% | -428.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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