+146.0%
QLD vs TXG
+65.2%
+80.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.1% |
| 7D | +7.0% | -1.8% | +8.8% | +7.5% |
| 30D | -14.3% | -20.4% | +6.1% | -9.4% |
| 3M | -16.0% | +0.1% | -16.1% | -17.4% |
| 6M | -14.2% | +176.2% | -190.4% | -35.6% |
| YTD | +12.8% | +256.8% | -244.0% | -22.1% |
| 1Y | +14.1% | +255.9% | -241.8% | -21.6% |
| 3Y | +146.0% | +60.2% | +85.7% | +78.1% |
| All | +146.0% | +65.2% | +80.7% | +78.1% |
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 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