+132.4%
TXN vs QLD
+152.7%
-20.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +12.3% | +12.5% | -0.2% | +5.5% |
| 30D | +9.1% | -15.7% | +24.8% | +19.0% |
| 3M | +13.5% | -11.9% | +25.4% | +20.7% |
| 6M | +6.9% | -10.3% | +17.2% | +12.8% |
| YTD | +84.0% | +15.6% | +68.4% | +69.8% |
| 1Y | +95.8% | +12.1% | +83.6% | +83.1% |
| All | +132.4% | +152.7% | -20.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling