+176.1%
QLD vs TXT
+1.6%
+174.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -4.8% | +5.3% | +3.8% |
| 30D | -0.1% | -10.6% | +10.5% | +7.3% |
| 3M | -8.4% | -13.2% | +4.8% | -0.2% |
| 6M | +32.2% | -20.3% | +52.6% | +52.0% |
| YTD | +28.9% | -9.3% | +38.2% | +33.3% |
| 1Y | +43.8% | -2.7% | +46.5% | +40.2% |
| All | +176.1% | +1.6% | +174.5% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling