-71.3%
QS vs TXG
+406.9%
-478.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.1% | +6.5% |
| 7D | +4.5% | -19.3% | +23.7% | +11.0% |
| 30D | -4.1% | -30.9% | +26.8% | +5.9% |
| 3M | -22.1% | +41.1% | -63.2% | -34.2% |
| 6M | -38.4% | +211.9% | -250.3% | -59.2% |
| YTD | -57.5% | +314.0% | -371.5% | -74.0% |
| 1Y | -71.3% | +405.4% | -476.7% | -83.2% |
| All | -71.3% | +406.9% | -478.2% | -83.2% |
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