+152.0%
QQQM vs TXG
-56.1%
+208.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.3% |
| 7D | -0.6% | +9.5% | -10.0% | -2.1% |
| 30D | -1.2% | +18.8% | -20.0% | -4.2% |
| 3M | -0.1% | +136.1% | -136.2% | -14.5% |
| 6M | +18.0% | +235.2% | -217.3% | -5.8% |
| YTD | +16.7% | +320.5% | -303.8% | -11.1% |
| 1Y | +23.0% | +425.2% | -402.1% | -11.0% |
| 3Y | +93.3% | +42.9% | +50.4% | +65.7% |
| 5Y | +96.3% | -62.8% | +159.1% | +95.5% |
| All | +152.0% | -56.1% | +208.1% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling