-90.9%
QS vs TXT
+8.5%
-99.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.5% |
| 7D | -14.0% | +0.1% | -14.2% | -13.9% |
| 30D | -6.4% | +13.3% | -19.7% | -17.5% |
| 3M | -40.3% | -5.0% | -35.3% | -38.3% |
| 6M | -57.5% | -8.4% | -49.1% | -55.3% |
| YTD | -64.7% | -4.0% | -60.7% | -65.3% |
| 1Y | -72.9% | +2.8% | -75.7% | -75.3% |
| 3Y | -33.5% | +10.3% | -43.7% | -47.0% |
| All | -90.9% | +8.5% | -99.5% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling