-25.3%
QS vs TXG
+39.1%
-64.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -5.0% | +5.0% | -10.0% | -7.2% |
| 30D | -18.3% | +13.5% | -31.8% | -23.4% |
| 3M | -26.0% | +128.0% | -154.0% | -50.9% |
| 6M | -24.0% | +224.4% | -248.5% | -58.3% |
| YTD | -50.3% | +307.0% | -357.3% | -76.0% |
| 1Y | -38.0% | +427.2% | -465.2% | -74.5% |
| All | -25.3% | +39.1% | -64.4% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling