-100.0%
QID vs TXT
+89.9%
-189.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.6% |
| 7D | -0.6% | -4.8% | +4.1% | -3.4% |
| 30D | 0.0% | -10.6% | +10.6% | -6.2% |
| 3M | +3.7% | -13.2% | +16.9% | -3.6% |
| 6M | -29.9% | -20.3% | -9.5% | -37.5% |
| YTD | -28.8% | -9.3% | -19.5% | -31.4% |
| 1Y | -37.2% | -2.7% | -34.5% | -36.6% |
| 3Y | -73.7% | +1.4% | -75.1% | -70.5% |
| 5Y | -80.7% | +9.6% | -90.3% | -74.2% |
| 10Y | -99.1% | +94.9% | -194.0% | -97.8% |
| All | -100.0% | +89.9% | -189.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling