+1,547.1%
QQQ vs TXN
+1,604.2%
-57.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -1.3% | +2.0% | -3.2% | -2.2% |
| 30D | -1.4% | -8.0% | +6.6% | +2.6% |
| 3M | +2.3% | -7.8% | +10.0% | +5.4% |
| 6M | +16.9% | +32.4% | -15.5% | -1.2% |
| YTD | +15.6% | +51.7% | -36.1% | -9.5% |
| 1Y | +22.6% | +44.3% | -21.7% | -2.1% |
| 3Y | +93.5% | +71.3% | +22.3% | +36.0% |
| 5Y | +93.9% | +56.4% | +37.5% | +42.2% |
| 10Y | +564.6% | +410.2% | +154.4% | +164.4% |
| All | +1,547.1% | +1,604.2% | -57.2% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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