-28.4%
QS vs TXG
+372.5%
-400.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -2.3% | +1.8% | -4.1% | -3.1% |
| 30D | -0.7% | +32.0% | -32.7% | -12.6% |
| 3M | -39.6% | +87.0% | -126.7% | -54.5% |
| 6M | -21.7% | +180.1% | -201.8% | -50.5% |
| YTD | -47.4% | +284.1% | -331.5% | -71.8% |
| 1Y | -28.4% | +361.7% | -390.0% | -65.6% |
| All | -28.4% | +372.5% | -400.8% | -65.6% |
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