-35.9%
QXO vs TLN
+589.3%
-625.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.9% |
| 7D | -3.9% | +5.8% | -9.7% | -4.4% |
| 30D | -17.4% | -6.9% | -10.5% | -16.8% |
| 3M | -22.5% | -10.9% | -11.6% | -21.6% |
| 6M | -41.4% | -4.6% | -36.8% | -40.9% |
| YTD | -34.1% | -14.7% | -19.4% | -33.4% |
| 1Y | -40.8% | -17.9% | -22.9% | -40.2% |
| 3Y | -43.9% | +483.9% | -527.8% | +54.9% |
| All | -35.9% | +589.3% | -625.2% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling