-99.1%
QID vs TXT
+90.9%
-190.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | -0.8% |
| 7D | -11.8% | -1.1% | -10.7% | -12.4% |
| 30D | +14.2% | +13.3% | +1.0% | +24.5% |
| 3M | +8.8% | -5.1% | +13.9% | +4.9% |
| 6M | +1.5% | -7.1% | +8.6% | -2.6% |
| YTD | -23.8% | -3.2% | -20.6% | -23.9% |
| 1Y | -22.0% | +2.3% | -24.3% | -18.8% |
| 3Y | -71.9% | +11.1% | -83.0% | -65.7% |
| 5Y | -77.6% | +10.0% | -87.6% | -67.9% |
| All | -99.1% | +90.9% | -190.0% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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