+535.6%
QLD vs TXG
+7.8%
+527.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.9% |
| 7D | +7.0% | -1.8% | +8.8% | +7.6% |
| 30D | -14.3% | -20.4% | +6.1% | -7.9% |
| 3M | -16.0% | +0.1% | -16.1% | -18.2% |
| 6M | -14.2% | +176.2% | -190.4% | -42.0% |
| YTD | +12.8% | +256.8% | -244.0% | -32.1% |
| 1Y | +14.1% | +255.9% | -241.8% | -31.8% |
| 3Y | +146.0% | +60.2% | +85.7% | +70.4% |
| 5Y | +82.0% | -65.1% | +147.1% | +94.4% |
| All | +535.6% | +7.8% | +527.9% | +355.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling