+196.9%
QSR vs TXT
+98.9%
+98.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.9% | -11.1% | +17.0% | +10.4% |
| 3M | +10.5% | -13.0% | +23.5% | +15.6% |
| 6M | +7.7% | -16.2% | +23.9% | +13.8% |
| YTD | +16.8% | -8.7% | +25.5% | +19.1% |
| 1Y | +30.9% | -3.8% | +34.7% | +30.6% |
| 3Y | +28.2% | +5.5% | +22.7% | +20.9% |
| 5Y | +45.0% | +12.3% | +32.7% | +30.4% |
| 10Y | +127.3% | +97.4% | +29.9% | +39.1% |
| All | +196.9% | +98.9% | +98.0% | +72.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling