-75.6%
QS vs TXT
+13.4%
-89.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.1% | -7.0% |
| 7D | -4.2% | +0.8% | -5.0% | -5.0% |
| 30D | -15.7% | -10.4% | -5.2% | -6.8% |
| 3M | -28.7% | -14.3% | -14.3% | -18.9% |
| 6M | -23.2% | -15.1% | -8.1% | -12.4% |
| YTD | -49.9% | -8.3% | -41.6% | -48.0% |
| 1Y | -38.8% | -0.7% | -38.1% | -41.3% |
| 3Y | -24.0% | +6.0% | -30.0% | -36.5% |
| 5Y | -75.6% | +12.5% | -88.1% | -80.6% |
| All | -75.6% | +13.4% | -89.0% | -80.6% |
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