+1,401.7%
TXN vs QID
-100.0%
+1,501.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.3% |
| 7D | +2.7% | -1.9% | +4.6% | +1.7% |
| 30D | -6.7% | +1.7% | -8.4% | -5.8% |
| 3M | -8.9% | -3.9% | -5.0% | -8.2% |
| 6M | +34.7% | -30.0% | +64.7% | +18.5% |
| YTD | +53.3% | -28.2% | +81.5% | +37.2% |
| 1Y | +45.0% | -35.6% | +80.7% | +24.3% |
| 3Y | +73.1% | -74.3% | +147.4% | +8.2% |
| 5Y | +59.9% | -80.8% | +140.7% | +4.4% |
| 10Y | +415.7% | -99.2% | +514.8% | +6.7% |
| All | +1,401.7% | -100.0% | +1,501.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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