-46.2%
QXO vs TNA
+101.9%
-148.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -7.8% | -7.3% | -0.5% | -5.0% |
| 30D | -18.1% | -14.2% | -3.9% | -13.0% |
| 3M | -25.8% | -4.6% | -21.2% | -24.0% |
| 6M | -41.7% | +36.9% | -78.6% | -47.7% |
| YTD | -36.2% | +42.5% | -78.7% | -43.4% |
| 1Y | -42.1% | +45.8% | -87.9% | -49.2% |
| 3Y | -46.2% | +104.7% | -150.8% | -63.8% |
| All | -46.2% | +101.9% | -148.0% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling