-97.0%
QID vs TXG
+24.6%
-121.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +1.4% |
| 7D | -1.9% | +9.1% | -11.1% | +1.0% |
| 30D | +1.7% | +14.9% | -13.2% | +7.0% |
| 3M | -3.9% | +120.0% | -123.9% | +29.3% |
| 6M | -30.0% | +221.8% | -251.8% | +9.9% |
| YTD | -28.2% | +312.6% | -340.8% | +24.3% |
| 1Y | -35.6% | +398.4% | -434.1% | +22.4% |
| 3Y | -74.3% | +42.1% | -116.4% | -62.7% |
| 5Y | -80.8% | -63.5% | -17.4% | -76.2% |
| All | -97.0% | +24.6% | -121.6% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling