-46.2%
QXO vs TAP
-33.1%
-13.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -8.7% | -5.3% | -3.4% | -6.8% |
| 30D | -21.0% | -7.4% | -13.6% | -18.7% |
| 3M | -18.4% | -4.9% | -13.5% | -17.0% |
| 6M | -43.0% | -14.2% | -28.8% | -39.8% |
| YTD | -36.3% | -14.8% | -21.5% | -32.5% |
| 1Y | -42.8% | -18.1% | -24.7% | -38.5% |
| All | -46.2% | -33.1% | -13.1% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling