+152.0%
QQQM vs TXT
+123.6%
+28.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.1% |
| 7D | -0.6% | +2.5% | -3.0% | -1.4% |
| 30D | -1.2% | -8.9% | +7.6% | +2.1% |
| 3M | -0.1% | -13.6% | +13.5% | +4.9% |
| 6M | +18.0% | -13.1% | +31.1% | +23.3% |
| YTD | +16.7% | -7.0% | +23.7% | +18.2% |
| 1Y | +23.0% | -1.4% | +24.4% | +21.6% |
| 3Y | +93.3% | +7.0% | +86.4% | +80.5% |
| 5Y | +96.3% | +15.4% | +80.9% | +75.1% |
| All | +152.0% | +123.6% | +28.4% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling