-80.8%
QID vs TXT
+12.6%
-93.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.9% |
| 30D | +1.8% | -11.1% | +12.9% | -8.1% |
| 3M | -2.2% | -13.0% | +10.8% | -12.6% |
| 6M | -32.1% | -16.2% | -15.9% | -40.9% |
| YTD | -28.6% | -8.7% | -19.9% | -32.3% |
| 1Y | -36.3% | -3.8% | -32.5% | -36.1% |
| 3Y | -74.4% | +5.5% | -79.9% | -67.4% |
| 5Y | -80.8% | +12.3% | -93.1% | -66.8% |
| All | -80.8% | +12.6% | -93.4% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling