+84.3%
QLD vs TXT
+14.4%
+69.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.6% |
| 7D | -3.8% | -1.1% | -2.7% | -2.8% |
| 30D | -20.5% | +17.1% | -37.6% | -31.5% |
| 3M | -14.6% | -2.6% | -12.0% | -13.8% |
| 6M | -14.7% | -4.6% | -10.1% | -13.2% |
| YTD | +11.2% | -0.3% | +11.5% | +5.7% |
| 1Y | +7.1% | +5.9% | +1.2% | -4.3% |
| 3Y | +141.1% | +14.4% | +126.7% | +85.9% |
| 5Y | +84.3% | +15.9% | +68.4% | +36.7% |
| All | +84.3% | +14.4% | +69.9% | +36.7% |
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 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