-41.4%
QXO vs TFC
+11.1%
-52.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.3% |
| 7D | -3.9% | -1.3% | -2.6% | -2.7% |
| 30D | -17.4% | -2.3% | -15.0% | -15.8% |
| 3M | -22.5% | +2.5% | -25.0% | -25.2% |
| 6M | -41.4% | +9.5% | -50.9% | -49.7% |
| All | -41.4% | +11.1% | -52.5% | -49.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling