+176.1%
QLD vs TXG
+17.1%
+158.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.6% | +1.8% | -1.2% | +0.1% |
| 30D | -0.1% | +32.0% | -32.1% | -7.6% |
| 3M | -8.4% | +87.0% | -95.4% | -22.8% |
| 6M | +32.2% | +180.1% | -147.9% | -0.3% |
| YTD | +28.9% | +284.1% | -255.2% | -11.2% |
| 1Y | +43.8% | +361.7% | -317.8% | -7.4% |
| All | +176.1% | +17.1% | +158.9% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling