+139.4%
QLD vs TXG
+49.6%
+89.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.0% |
| 7D | -10.3% | -15.4% | +5.2% | -6.4% |
| 30D | -26.1% | -22.1% | -4.0% | -21.5% |
| 3M | -17.8% | +30.0% | -47.8% | -24.7% |
| 6M | -15.6% | +160.7% | -176.2% | -35.7% |
| YTD | +5.4% | +263.5% | -258.1% | -27.4% |
| 1Y | +5.2% | +356.0% | -350.8% | -32.4% |
| 3Y | +139.4% | +53.4% | +86.1% | +77.8% |
| All | +139.4% | +49.6% | +89.8% | +77.8% |
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