-69.8%
QXO vs TMF
-88.1%
+18.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.2% |
| 7D | -3.9% | -0.9% | -3.0% | -3.9% |
| 30D | -17.4% | -1.0% | -16.4% | -17.4% |
| 3M | -22.5% | -11.3% | -11.2% | -23.4% |
| 6M | -41.4% | -22.7% | -18.7% | -43.2% |
| YTD | -34.1% | -17.3% | -16.8% | -35.5% |
| 1Y | -40.8% | -22.5% | -18.3% | -42.5% |
| 3Y | -43.9% | -43.2% | -0.7% | -45.8% |
| All | -69.8% | -88.1% | +18.4% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling