-35.3%
QXO vs TFC
+15.4%
-50.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.3% | +2.4% | -3.7% | -3.1% |
| 30D | -16.0% | -1.3% | -14.7% | -15.3% |
| 3M | -17.7% | +6.1% | -23.8% | -21.7% |
| 6M | -42.6% | +7.3% | -49.9% | -46.4% |
| YTD | -30.8% | +8.2% | -39.0% | -37.3% |
| 1Y | -35.3% | +14.4% | -49.8% | -47.5% |
| All | -35.3% | +15.4% | -50.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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