-46.2%
QXO vs TLN
+471.2%
-517.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.8% | -1.3% | -6.4% | -7.6% |
| 30D | -18.1% | -14.3% | -3.8% | -16.8% |
| 3M | -25.8% | -9.3% | -16.5% | -25.0% |
| 6M | -41.7% | -1.1% | -40.6% | -41.2% |
| YTD | -36.2% | -16.6% | -19.6% | -35.4% |
| 1Y | -42.1% | -22.0% | -20.1% | -41.3% |
| 3Y | -46.2% | +470.2% | -516.3% | +112.4% |
| All | -46.2% | +471.2% | -517.4% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling