+34.5%
QXO vs TDY
+479.2%
-444.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.4% |
| 7D | -7.8% | -1.1% | -6.7% | -7.3% |
| 30D | -18.1% | -12.0% | -6.1% | -13.5% |
| 3M | -25.8% | -3.2% | -22.6% | -24.6% |
| 6M | -41.7% | -7.9% | -33.8% | -39.4% |
| YTD | -36.2% | +18.2% | -54.4% | -39.8% |
| 1Y | -42.1% | +6.7% | -48.8% | -43.1% |
| 3Y | -46.2% | +47.5% | -93.7% | -53.1% |
| 5Y | -70.7% | +39.5% | -110.2% | -74.4% |
| All | +34.5% | +479.2% | -444.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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