-70.8%
QXO vs TCOM
+29.4%
-100.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -7.8% | -4.9% | -2.9% | -7.2% |
| 30D | -18.1% | -14.4% | -3.7% | -16.4% |
| 3M | -25.8% | -17.7% | -8.1% | -24.1% |
| 6M | -41.7% | -25.1% | -16.6% | -39.6% |
| YTD | -36.2% | -45.7% | +9.6% | -31.2% |
| 1Y | -42.1% | -47.9% | +5.8% | -37.2% |
| 3Y | -46.2% | +8.9% | -55.1% | -47.7% |
| All | -70.8% | +29.4% | -100.2% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling