-34.6%
QID vs TXG
+453.6%
-488.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -1.1% |
| 7D | +1.3% | +9.5% | -8.2% | +3.3% |
| 30D | +2.9% | +18.8% | -15.8% | +7.1% |
| 3M | -0.7% | +136.1% | -136.8% | +21.8% |
| 6M | -29.7% | +235.2% | -264.9% | -7.0% |
| YTD | -27.9% | +320.5% | -348.4% | 0.0% |
| 1Y | -34.6% | +425.2% | -459.8% | -4.8% |
| All | -34.6% | +453.6% | -488.2% | -4.8% |
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