+12.3%
QQQ vs TXG
+406.9%
-394.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.6% |
| 7D | -4.6% | -19.3% | +14.6% | -2.6% |
| 30D | -8.5% | -30.9% | +22.4% | -5.4% |
| 3M | -4.3% | +41.1% | -45.4% | -9.0% |
| 6M | +3.1% | +211.9% | -208.8% | -9.9% |
| YTD | +13.0% | +314.0% | -301.0% | -4.0% |
| 1Y | +12.3% | +405.4% | -393.1% | -6.3% |
| All | +12.3% | +406.9% | -394.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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