+286.7%
QQQ vs TXG
+24.6%
+262.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | +1.0% | +9.1% | -8.2% | -0.5% |
| 30D | -0.6% | +14.9% | -15.5% | -3.2% |
| 3M | +1.3% | +120.0% | -118.7% | -12.3% |
| 6M | +18.1% | +221.8% | -203.7% | -5.1% |
| YTD | +16.9% | +312.6% | -295.7% | -10.7% |
| 1Y | +24.0% | +398.4% | -374.5% | -9.7% |
| 3Y | +95.6% | +42.1% | +53.5% | +67.0% |
| 5Y | +94.5% | -63.5% | +158.0% | +94.3% |
| All | +286.7% | +24.6% | +262.1% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling