-35.3%
QXO vs TEM
-15.5%
-19.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -16.0% | +38.4% | -54.4% | -23.6% |
| 3M | -17.7% | +23.7% | -41.4% | -23.6% |
| 6M | -42.6% | +26.0% | -68.6% | -47.7% |
| YTD | -30.8% | +9.4% | -40.2% | -35.3% |
| 1Y | -35.3% | -17.3% | -18.0% | -36.4% |
| All | -35.3% | -15.5% | -19.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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