-25.0%
QXO vs TMF
-23.9%
-1.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.7% | +5.8% |
| 7D | +16.6% | +4.0% | +12.6% | +12.5% |
| 30D | +6.6% | +19.5% | -12.9% | -9.4% |
| 3M | -17.5% | -3.5% | -13.9% | -14.4% |
| 6M | -33.8% | -10.6% | -23.2% | -26.2% |
| YTD | -34.4% | -17.1% | -17.3% | -24.2% |
| 1Y | -25.0% | -24.3% | -0.7% | -8.1% |
| All | -25.0% | -23.9% | -1.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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