+1,418.0%
QLD vs TXT
+115.3%
+1,302.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.3% |
| 7D | -1.4% | -3.5% | +2.1% | +1.1% |
| 30D | -19.6% | +15.2% | -34.7% | -27.8% |
| 3M | -14.1% | -4.5% | -9.7% | -12.5% |
| 6M | -13.6% | -6.1% | -7.5% | -11.5% |
| YTD | +12.5% | -2.0% | +14.5% | +10.2% |
| 1Y | +13.1% | +4.2% | +8.9% | +6.0% |
| 3Y | +154.7% | +14.4% | +140.3% | +120.3% |
| 5Y | +81.1% | +12.3% | +68.8% | +62.0% |
| 10Y | +1,418.0% | +101.8% | +1,316.2% | +1,016.5% |
| All | +1,418.0% | +115.3% | +1,302.6% | +1,016.5% |
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