+30.0%
TXG vs QSR
+36.0%
-6.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | +9.5% | -4.0% | +13.5% | +11.5% |
| 30D | +18.8% | +2.8% | +16.0% | +17.1% |
| 3M | +136.1% | +5.1% | +131.0% | +129.2% |
| 6M | +235.2% | +8.8% | +226.4% | +217.7% |
| YTD | +320.5% | +14.8% | +305.7% | +287.6% |
| 1Y | +425.2% | +25.7% | +399.5% | +361.3% |
| 3Y | +42.9% | +27.5% | +15.4% | +24.9% |
| 5Y | -62.8% | +41.3% | -104.1% | -69.3% |
| All | +30.0% | +36.0% | -6.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling