-42.1%
QXO vs TNA
+52.8%
-94.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -7.8% | -7.3% | -0.5% | -3.0% |
| 30D | -18.1% | -14.2% | -3.9% | -9.3% |
| 3M | -25.8% | -4.6% | -21.2% | -23.0% |
| 6M | -41.7% | +36.9% | -78.6% | -52.4% |
| YTD | -36.2% | +42.5% | -78.7% | -49.6% |
| 1Y | -42.1% | +45.8% | -87.9% | -54.7% |
| All | -42.1% | +52.8% | -94.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling