+534.4%
QLD vs TXG
+20.5%
+514.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -2.9% | +3.5% |
| 7D | -1.4% | +5.5% | -7.0% | -3.0% |
| 30D | -19.6% | -19.3% | -0.2% | -14.1% |
| 3M | -14.1% | +25.0% | -39.2% | -22.6% |
| 6M | -13.6% | +201.2% | -214.8% | -43.3% |
| YTD | +12.5% | +298.8% | -286.3% | -34.6% |
| 1Y | +13.1% | +326.6% | -313.4% | -36.4% |
| 3Y | +154.7% | +78.3% | +76.4% | +70.3% |
| 5Y | +81.1% | -61.3% | +142.4% | +87.1% |
| All | +534.4% | +20.5% | +514.0% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling