-0.7%
QXO vs TMF
-76.0%
+75.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.3% | -1.4% | +0.2% | -1.3% |
| 30D | -16.0% | -2.8% | -13.2% | -16.2% |
| 3M | -17.7% | -10.9% | -6.8% | -18.5% |
| 6M | -42.6% | -21.3% | -21.3% | -43.7% |
| YTD | -30.8% | -15.9% | -14.9% | -31.7% |
| 1Y | -35.3% | -15.7% | -19.6% | -36.1% |
| 3Y | -46.3% | -43.4% | -2.9% | -47.4% |
| 5Y | -69.2% | -87.8% | +18.6% | -71.6% |
| 10Y | +62.1% | -86.7% | +148.9% | +53.5% |
| All | -0.7% | -76.0% | +75.3% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling