+455.6%
TXN vs QLD
+1,470.2%
-1,014.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.8% | -0.2% | +3.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.3% |
| 30D | +4.7% | -19.6% | +24.3% | +16.5% |
| 3M | +3.9% | -14.1% | +18.0% | +11.7% |
| 6M | +3.8% | -13.6% | +17.4% | +11.3% |
| YTD | +74.2% | +12.5% | +61.6% | +62.6% |
| 1Y | +88.2% | +13.1% | +75.1% | +74.7% |
| 3Y | +124.0% | +154.7% | -30.7% | +33.6% |
| 5Y | +78.4% | +81.1% | -2.7% | +16.7% |
| 10Y | +455.6% | +1,418.0% | -962.4% | +0.3% |
| All | +455.6% | +1,470.2% | -1,014.7% | +0.3% |
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