-35.3%
QXO vs TCOM
-42.5%
+7.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.3% | -9.5% | +8.3% | -0.4% |
| 30D | -16.0% | -10.7% | -5.3% | -15.2% |
| 3M | -17.7% | -14.6% | -3.1% | -16.2% |
| 6M | -42.6% | -19.3% | -23.3% | -40.3% |
| YTD | -30.8% | -42.9% | +12.1% | -25.7% |
| 1Y | -35.3% | -43.8% | +8.5% | -31.2% |
| All | -35.3% | -42.5% | +7.2% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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