+1,631.1%
QLD vs TXT
+94.9%
+1,536.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -4.8% | +5.3% | +4.0% |
| 30D | -0.1% | -10.6% | +10.5% | +7.8% |
| 3M | -8.4% | -13.2% | +4.8% | +0.4% |
| 6M | +32.2% | -20.3% | +52.6% | +53.1% |
| YTD | +28.9% | -9.3% | +38.2% | +34.8% |
| 1Y | +43.8% | -2.7% | +46.5% | +42.6% |
| 3Y | +176.6% | +1.4% | +175.2% | +162.8% |
| 5Y | +121.6% | +9.6% | +112.0% | +104.9% |
| All | +1,631.1% | +94.9% | +1,536.1% | +1,049.9% |
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