+93.3%
QQQ vs TXT
+5.5%
+87.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | -0.6% | -10.4% | +9.8% | +2.9% |
| 3M | +1.3% | -14.3% | +15.7% | +6.2% |
| 6M | +18.1% | -15.1% | +33.2% | +23.9% |
| YTD | +16.9% | -8.3% | +25.2% | +18.5% |
| 1Y | +24.0% | -0.7% | +24.7% | +21.6% |
| All | +93.3% | +5.5% | +87.8% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling