+40.4%
QSR vs TXT
+10.7%
+29.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | +4.3% | -10.2% | +14.5% | +7.6% |
| 3M | +5.4% | -13.3% | +18.7% | +9.5% |
| 6M | +8.2% | -14.4% | +22.5% | +12.4% |
| YTD | +14.1% | -9.1% | +23.2% | +16.0% |
| 1Y | +28.1% | -2.2% | +30.3% | +26.9% |
| 3Y | +25.3% | +5.1% | +20.2% | +18.4% |
| 5Y | +40.4% | +12.8% | +27.6% | +25.8% |
| All | +40.4% | +10.7% | +29.7% | +25.8% |
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