-90.8%
QXO vs TEM
+46.9%
-137.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.9% |
| 7D | -8.7% | -9.2% | +0.5% | -7.8% |
| 30D | -21.0% | +5.5% | -26.4% | -21.6% |
| 3M | -18.4% | +18.7% | -37.1% | -20.2% |
| 6M | -43.0% | +15.4% | -58.4% | -44.4% |
| YTD | -36.3% | -0.5% | -35.8% | -37.2% |
| 1Y | -42.8% | -24.8% | -17.9% | -42.7% |
| All | -90.8% | +46.9% | -137.7% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling