-30.0%
QID vs TXG
+228.4%
-258.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +1.2% |
| 7D | -1.9% | +9.1% | -11.1% | +0.4% |
| 30D | +1.7% | +14.9% | -13.2% | +5.8% |
| 3M | -3.9% | +120.0% | -123.9% | +22.9% |
| 6M | -30.0% | +221.8% | -251.8% | -0.2% |
| All | -30.0% | +228.4% | -258.4% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling