+94.5%
QQQ vs TXT
+13.4%
+81.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.0% | +0.8% | +0.2% | +0.6% |
| 30D | -0.6% | -10.4% | +9.8% | +4.2% |
| 3M | +1.3% | -14.3% | +15.7% | +7.9% |
| 6M | +18.1% | -15.1% | +33.2% | +25.9% |
| YTD | +16.9% | -8.3% | +25.2% | +19.3% |
| 1Y | +24.0% | -0.7% | +24.7% | +21.3% |
| 3Y | +95.6% | +6.0% | +89.6% | +77.5% |
| 5Y | +94.5% | +12.5% | +82.0% | +65.8% |
| All | +94.5% | +13.4% | +81.1% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling