+5.2%
QLD vs TXT
+4.1%
+1.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.0% |
| 7D | -10.3% | -2.5% | -7.7% | -9.7% |
| 30D | -26.1% | +14.4% | -40.5% | -28.8% |
| 3M | -17.8% | -4.9% | -12.8% | -15.8% |
| 6M | -15.6% | -10.2% | -5.3% | -12.3% |
| YTD | +5.4% | -4.1% | +9.5% | +5.3% |
| 1Y | +5.2% | +4.0% | +1.3% | -2.7% |
| All | +5.2% | +4.1% | +1.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling