+49.5%
TXN vs QS
-36.7%
+86.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.5% |
| 7D | +4.0% | -3.6% | +7.6% | +4.5% |
| 30D | -2.9% | -17.2% | +14.4% | -0.3% |
| 3M | -9.1% | -27.0% | +17.9% | -5.8% |
| 6M | +36.6% | -24.6% | +61.2% | +41.4% |
| YTD | +57.5% | -49.3% | +106.8% | +65.9% |
| 1Y | +49.5% | -40.3% | +89.9% | +65.0% |
| All | +49.5% | -36.7% | +86.2% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling