+621.0%
QLD vs TXG
+24.6%
+596.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.5% |
| 7D | +1.9% | +9.1% | -7.3% | -1.1% |
| 30D | -1.8% | +14.9% | -16.7% | -6.7% |
| 3M | -0.1% | +120.0% | -120.1% | -25.0% |
| 6M | +32.6% | +221.8% | -189.3% | -14.0% |
| YTD | +27.9% | +312.6% | -284.7% | -25.0% |
| 1Y | +40.3% | +398.4% | -358.2% | -25.2% |
| 3Y | +182.5% | +42.1% | +140.4% | +109.6% |
| 5Y | +122.5% | -63.5% | +186.0% | +137.3% |
| All | +621.0% | +24.6% | +596.4% | +402.4% |
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