+34.5%
QXO vs TFC
+98.7%
-64.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -7.8% | -2.4% | -5.4% | -7.2% |
| 30D | -18.1% | -3.4% | -14.7% | -17.4% |
| 3M | -25.8% | +0.4% | -26.2% | -25.8% |
| 6M | -41.7% | +12.7% | -54.4% | -43.3% |
| YTD | -36.2% | +5.6% | -41.8% | -37.0% |
| 1Y | -42.1% | +16.0% | -58.1% | -44.0% |
| 3Y | -46.2% | +94.0% | -140.1% | -54.4% |
| 5Y | -70.7% | +16.2% | -86.9% | -72.8% |
| All | +34.5% | +98.7% | -64.3% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling