+1,542.6%
QLD vs TXT
+90.9%
+1,451.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | +0.6% |
| 7D | +12.5% | -1.1% | +13.6% | +13.3% |
| 30D | -15.7% | +13.3% | -29.0% | -23.4% |
| 3M | -11.9% | -5.1% | -6.8% | -9.9% |
| 6M | -10.3% | -7.1% | -3.1% | -7.4% |
| YTD | +15.6% | -3.2% | +18.8% | +14.1% |
| 1Y | +12.1% | +2.3% | +9.8% | +6.3% |
| 3Y | +150.7% | +11.1% | +139.6% | +120.9% |
| 5Y | +86.6% | +10.0% | +76.6% | +69.0% |
| All | +1,542.6% | +90.9% | +1,451.6% | +1,050.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling