-46.2%
QXO vs TMF
-44.0%
-2.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.7% |
| 7D | -8.7% | -4.8% | -3.9% | -9.2% |
| 30D | -21.0% | -4.9% | -16.1% | -21.4% |
| 3M | -18.4% | -13.4% | -5.0% | -20.1% |
| 6M | -43.0% | -23.0% | -20.0% | -45.8% |
| YTD | -36.3% | -20.2% | -16.1% | -38.7% |
| 1Y | -42.8% | -26.5% | -16.3% | -46.1% |
| All | -46.2% | -44.0% | -2.2% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling