-97.0%
QID vs TXG
+27.0%
-124.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -0.7% |
| 7D | +1.3% | +9.5% | -8.2% | +4.5% |
| 30D | +2.9% | +18.8% | -15.8% | +9.6% |
| 3M | -0.7% | +136.1% | -136.8% | +36.8% |
| 6M | -29.7% | +235.2% | -264.9% | +12.0% |
| YTD | -27.9% | +320.5% | -348.4% | +25.8% |
| 1Y | -34.6% | +425.2% | -459.8% | +26.7% |
| 3Y | -73.5% | +42.9% | -116.4% | -61.6% |
| 5Y | -81.0% | -62.8% | -18.2% | -76.3% |
| All | -97.0% | +27.0% | -124.0% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling