-73.0%
QID vs TXG
+39.1%
-112.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.0% |
| 7D | +2.7% | +5.0% | -2.3% | +4.0% |
| 30D | +3.3% | +13.5% | -10.2% | +7.0% |
| 3M | -5.5% | +128.0% | -133.6% | +19.3% |
| 6M | -28.4% | +224.4% | -252.8% | +0.7% |
| YTD | -26.6% | +307.0% | -333.5% | +10.6% |
| 1Y | -34.1% | +427.2% | -461.4% | +8.6% |
| All | -73.0% | +39.1% | -112.2% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling