+419.8%
TXN vs QLD
+1,739.4%
-1,319.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.0% |
| 7D | +4.0% | -1.2% | +5.2% | +4.6% |
| 30D | -2.9% | -3.0% | +0.1% | -1.4% |
| 3M | -9.1% | -2.8% | -6.3% | -7.7% |
| 6M | +36.6% | +32.0% | +4.6% | +18.8% |
| YTD | +57.5% | +27.3% | +30.2% | +38.7% |
| 1Y | +49.5% | +37.9% | +11.6% | +25.8% |
| 3Y | +76.5% | +174.6% | -98.1% | +1.4% |
| 5Y | +62.4% | +124.8% | -62.4% | -4.9% |
| All | +419.8% | +1,739.4% | -1,319.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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