+1,570.9%
QQQ vs TXT
+163.8%
+1,407.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.4% | -4.8% | +5.1% | +1.9% |
| 30D | +0.2% | -10.6% | +10.8% | +3.7% |
| 3M | -2.8% | -13.2% | +10.4% | +1.2% |
| 6M | +18.0% | -20.3% | +38.3% | +25.9% |
| YTD | +17.3% | -9.3% | +26.6% | +19.8% |
| 1Y | +25.6% | -2.7% | +28.3% | +25.3% |
| 3Y | +93.7% | +1.4% | +92.4% | +88.6% |
| 5Y | +94.2% | +9.6% | +84.6% | +83.6% |
| 10Y | +557.9% | +94.9% | +463.0% | +385.3% |
| All | +1,570.9% | +163.8% | +1,407.2% | +663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling