+1,391.4%
TXN vs QLD
+7,369.0%
-5,977.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.5% |
| 7D | -7.8% | -10.3% | +2.5% | -2.8% |
| 30D | -3.6% | -26.1% | +22.5% | +11.5% |
| 3M | +0.1% | -17.8% | +17.9% | +9.7% |
| 6M | -3.2% | -15.6% | +12.3% | +4.7% |
| YTD | +63.4% | +5.4% | +58.0% | +57.5% |
| 1Y | +75.6% | +5.2% | +70.4% | +69.0% |
| 3Y | +104.0% | +139.4% | -35.4% | +26.8% |
| 5Y | +65.0% | +66.7% | -1.7% | +12.5% |
| 10Y | +437.9% | +1,422.1% | -984.1% | +12.2% |
| All | +1,391.4% | +7,369.0% | -5,977.6% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling