+152.5%
QQQM vs TXT
+120.5%
+32.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | -0.6% | -10.4% | +9.8% | +3.3% |
| 3M | +1.3% | -14.3% | +15.6% | +6.8% |
| 6M | +18.2% | -15.1% | +33.3% | +24.6% |
| YTD | +16.9% | -8.3% | +25.2% | +19.1% |
| 1Y | +24.0% | -0.7% | +24.7% | +22.2% |
| 3Y | +96.0% | +6.0% | +90.1% | +83.6% |
| 5Y | +95.2% | +12.5% | +82.7% | +75.3% |
| All | +152.5% | +120.5% | +32.0% | +121.0% |
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