-46.2%
QXO vs TECK
+65.8%
-111.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -7.8% | -3.8% | -3.9% | -7.1% |
| 30D | -18.1% | +0.7% | -18.8% | -18.2% |
| 3M | -25.8% | +4.6% | -30.4% | -26.5% |
| 6M | -41.7% | +25.1% | -66.8% | -44.0% |
| YTD | -36.2% | +39.2% | -75.4% | -38.7% |
| 1Y | -42.1% | +60.3% | -102.4% | -44.6% |
| 3Y | -46.2% | +62.9% | -109.1% | -32.5% |
| All | -46.2% | +65.8% | -111.9% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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