+62.6%
QLD vs TXT
+11.0%
+51.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.1% | -11.4% |
| 7D | -18.6% | -2.5% | -16.0% | -16.7% |
| 30D | -28.3% | +12.8% | -41.1% | -36.3% |
| 3M | -20.4% | -3.6% | -16.8% | -19.0% |
| 6M | -14.3% | -6.9% | -7.3% | -10.9% |
| YTD | +2.8% | -2.2% | +4.9% | -0.7% |
| 1Y | -1.2% | +6.3% | -7.5% | -12.3% |
| 3Y | +135.3% | +10.3% | +125.1% | +88.2% |
| 5Y | +62.6% | +10.6% | +51.9% | +24.1% |
| All | +62.6% | +11.0% | +51.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling