+149.8%
QQQM vs TXG
-57.5%
+207.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -1.3% | +5.0% | -6.3% | -2.1% |
| 30D | -1.4% | +13.5% | -14.9% | -3.6% |
| 3M | +2.2% | +128.0% | -125.9% | -12.1% |
| 6M | +16.9% | +224.4% | -207.5% | -6.1% |
| YTD | +15.7% | +307.0% | -291.3% | -11.4% |
| 1Y | +22.7% | +427.2% | -404.6% | -11.4% |
| 3Y | +93.9% | +40.2% | +53.8% | +66.7% |
| 5Y | +94.6% | -64.0% | +158.6% | +94.9% |
| All | +149.8% | -57.5% | +207.3% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling