+204.1%
QSR vs TXT
+97.7%
+106.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.4% | -4.8% | +7.2% | +4.2% |
| 30D | +7.6% | -10.6% | +18.2% | +12.0% |
| 3M | +12.6% | -13.2% | +25.8% | +17.9% |
| 6M | +14.4% | -20.3% | +34.7% | +23.1% |
| YTD | +19.6% | -9.3% | +28.9% | +22.3% |
| 1Y | +33.9% | -2.7% | +36.6% | +33.0% |
| 3Y | +27.1% | +1.4% | +25.7% | +21.8% |
| 5Y | +48.5% | +9.6% | +39.0% | +34.9% |
| 10Y | +126.2% | +94.9% | +31.3% | +39.1% |
| All | +204.1% | +97.7% | +106.4% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling