-40.3%
QS vs TXG
+453.6%
-493.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.5% |
| 7D | -3.6% | +9.5% | -13.1% | -7.4% |
| 30D | -17.2% | +18.8% | -36.0% | -23.4% |
| 3M | -27.0% | +136.1% | -163.1% | -50.0% |
| 6M | -24.6% | +235.2% | -259.8% | -55.6% |
| YTD | -49.3% | +320.5% | -369.9% | -73.6% |
| 1Y | -40.3% | +425.2% | -465.5% | -73.4% |
| All | -40.3% | +453.6% | -493.9% | -73.4% |
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