-46.2%
QXO vs TE
-26.8%
-19.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -18.1% | -5.9% | -12.2% | -17.6% |
| 3M | -25.8% | -45.6% | +19.8% | -21.1% |
| 6M | -41.7% | -43.4% | +1.7% | -39.9% |
| YTD | -36.2% | -31.0% | -5.2% | -36.9% |
| 1Y | -42.1% | +145.2% | -187.3% | -54.2% |
| 3Y | -46.2% | -24.1% | -22.1% | -64.3% |
| All | -46.2% | -26.8% | -19.3% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling