+4.5%
QQQM vs TXG
+336.9%
-332.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -14.0% | +7.7% | -4.6% |
| 7D | -9.4% | -28.8% | +19.4% | -6.0% |
| 30D | -14.7% | -28.0% | +13.3% | -11.7% |
| 3M | -9.6% | +22.3% | -31.9% | -12.5% |
| 6M | -4.7% | +163.8% | -168.5% | -15.0% |
| YTD | +5.9% | +256.0% | -250.1% | -8.4% |
| 1Y | +4.5% | +330.4% | -325.9% | -11.1% |
| All | +4.5% | +336.9% | -332.4% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling