+34.5%
QXO vs TDG
+547.7%
-513.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -7.8% | -1.9% | -5.9% | -7.4% |
| 30D | -18.1% | -7.7% | -10.4% | -16.8% |
| 3M | -25.8% | -9.3% | -16.4% | -24.2% |
| 6M | -41.7% | -9.4% | -32.3% | -40.4% |
| YTD | -36.2% | -14.3% | -21.9% | -34.3% |
| 1Y | -42.1% | -11.8% | -30.3% | -40.7% |
| 3Y | -46.2% | +52.0% | -98.1% | -50.9% |
| 5Y | -70.7% | +128.8% | -199.6% | -75.4% |
| All | +34.5% | +547.7% | -513.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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