+34.5%
QXO vs TD
+306.3%
-271.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -7.8% | -0.5% | -7.2% | -7.6% |
| 30D | -18.1% | -1.9% | -16.2% | -17.5% |
| 3M | -25.8% | +4.8% | -30.5% | -27.0% |
| 6M | -41.7% | +28.0% | -69.7% | -46.5% |
| YTD | -36.2% | +30.3% | -66.5% | -41.7% |
| 1Y | -42.1% | +59.8% | -101.9% | -50.4% |
| 3Y | -46.2% | +124.7% | -170.8% | -60.2% |
| 5Y | -70.7% | +127.0% | -197.7% | -78.8% |
| All | +34.5% | +306.3% | -271.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling