-25.0%
QXO vs TLN
-17.6%
-7.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -8.5% | +16.6% | +10.3% |
| 7D | +16.6% | -6.0% | +22.6% | +17.9% |
| 30D | +6.6% | -1.5% | +8.1% | +5.4% |
| 3M | -17.5% | -3.9% | -13.6% | -18.1% |
| 6M | -33.8% | -15.0% | -18.7% | -32.3% |
| YTD | -34.4% | -12.8% | -21.5% | -34.1% |
| 1Y | -25.0% | -17.3% | -7.6% | -24.8% |
| All | -25.0% | -17.6% | -7.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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