-5.4%
QXO vs TFC
+175.5%
-180.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | -17.4% | -2.3% | -15.0% | -17.0% |
| 3M | -22.5% | +2.5% | -25.0% | -22.9% |
| 6M | -41.4% | +9.5% | -50.9% | -42.4% |
| YTD | -34.1% | +5.1% | -39.2% | -34.7% |
| 1Y | -40.8% | +15.5% | -56.3% | -42.4% |
| 3Y | -43.9% | +95.2% | -139.1% | -50.9% |
| 5Y | -69.6% | +14.5% | -84.1% | -71.3% |
| 10Y | +41.0% | +97.2% | -56.2% | +22.3% |
| All | -5.4% | +175.5% | -180.9% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling