-46.2%
QXO vs TEL
+71.6%
-117.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -2.5% |
| 7D | -7.8% | +1.6% | -9.4% | -9.0% |
| 30D | -18.1% | -0.7% | -17.4% | -18.0% |
| 3M | -25.8% | +2.4% | -28.2% | -27.1% |
| 6M | -41.7% | +4.1% | -45.8% | -42.9% |
| YTD | -36.2% | -5.8% | -30.4% | -33.7% |
| 1Y | -42.1% | +0.9% | -43.0% | -42.4% |
| 3Y | -46.2% | +72.6% | -118.8% | -47.4% |
| All | -46.2% | +71.6% | -117.8% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling