-25.0%
QXO vs TAP
+4.4%
-29.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.0% | +5.1% | +6.8% |
| 7D | +16.6% | +9.9% | +6.6% | +12.1% |
| 30D | +6.6% | +18.1% | -11.6% | 0.0% |
| 3M | -17.5% | +3.2% | -20.7% | -18.8% |
| 6M | -33.8% | +8.4% | -42.2% | -36.3% |
| YTD | -34.4% | -4.4% | -30.0% | -32.9% |
| 1Y | -25.0% | +3.2% | -28.2% | -26.3% |
| All | -25.0% | +4.4% | -29.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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