+95.7%
QQQ vs TXG
-62.8%
+158.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | +0.3% |
| 7D | -0.6% | +9.5% | -10.0% | -2.1% |
| 30D | -1.2% | +18.8% | -20.0% | -4.3% |
| 3M | -0.2% | +136.1% | -136.3% | -14.8% |
| 6M | +17.9% | +235.2% | -217.3% | -6.1% |
| YTD | +16.6% | +320.5% | -303.9% | -11.4% |
| 1Y | +23.0% | +425.2% | -402.2% | -11.5% |
| 3Y | +92.9% | +42.9% | +50.1% | +65.9% |
| All | +95.7% | -62.8% | +158.5% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling