-35.3%
QXO vs TEL
+2.3%
-37.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | -1.3% | +3.0% | -4.2% | -4.1% |
| 30D | -16.0% | -3.9% | -12.1% | -13.1% |
| 3M | -17.7% | -5.1% | -12.6% | -13.9% |
| 6M | -42.6% | +0.6% | -43.2% | -42.8% |
| YTD | -30.8% | -7.3% | -23.5% | -28.4% |
| 1Y | -35.3% | +1.1% | -36.5% | -34.9% |
| All | -35.3% | +2.3% | -37.6% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling