-70.3%
QXO vs TMF
-88.6%
+18.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.7% |
| 7D | +9.0% | -9.3% | +18.3% | +8.4% |
| 30D | +22.0% | +1.9% | +20.0% | +22.1% |
| 3M | -15.4% | -11.2% | -4.2% | -16.1% |
| 6M | -26.0% | -17.7% | -8.3% | -27.2% |
| YTD | -34.7% | -24.5% | -10.2% | -36.4% |
| 1Y | -28.0% | -29.4% | +1.5% | -30.5% |
| 3Y | -47.0% | -33.4% | -13.6% | -48.6% |
| All | -70.3% | -88.6% | +18.3% | -74.5% |
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