+12.7%
QLD vs TXG
+265.0%
-252.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.0% |
| 7D | -1.2% | -8.1% | +6.9% | +1.1% |
| 30D | -15.7% | -17.5% | +1.8% | -11.9% |
| 3M | -10.0% | +6.1% | -16.1% | -12.6% |
| 6M | -11.2% | +202.7% | -213.9% | -31.9% |
| YTD | +16.4% | +280.4% | -264.1% | -15.4% |
| 1Y | +12.7% | +274.0% | -261.4% | -18.1% |
| All | +12.7% | +265.0% | -252.3% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling