+34.5%
QXO vs TMF
-86.4%
+120.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.8% | -5.1% | -2.7% | -8.0% |
| 30D | -18.1% | -4.6% | -13.5% | -18.3% |
| 3M | -25.8% | -16.6% | -9.2% | -26.6% |
| 6M | -41.7% | -19.9% | -21.8% | -42.6% |
| YTD | -36.2% | -20.2% | -16.0% | -37.1% |
| 1Y | -42.1% | -27.7% | -14.4% | -43.4% |
| 3Y | -46.2% | -43.9% | -2.2% | -47.3% |
| 5Y | -70.7% | -88.4% | +17.7% | -72.3% |
| All | +34.5% | -86.4% | +120.9% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling