-8.4%
QXO vs TECK
+128.9%
-137.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -7.8% | -3.8% | -3.9% | -7.5% |
| 30D | -18.1% | +0.7% | -18.8% | -18.1% |
| 3M | -25.8% | +4.6% | -30.4% | -26.1% |
| 6M | -41.7% | +25.1% | -66.8% | -42.7% |
| YTD | -36.2% | +39.2% | -75.4% | -37.7% |
| 1Y | -42.1% | +60.3% | -102.4% | -44.0% |
| 3Y | -46.2% | +62.9% | -109.1% | -48.2% |
| 5Y | -70.7% | +181.5% | -252.2% | -73.1% |
| 10Y | +36.5% | +362.3% | -325.8% | +19.6% |
| All | -8.4% | +128.9% | -137.3% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling