-55.1%
QXO vs TPG
+74.1%
-129.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.2% |
| 7D | -7.8% | -9.4% | +1.6% | -5.5% |
| 30D | -18.1% | -5.3% | -12.8% | -17.0% |
| 3M | -25.8% | +12.9% | -38.7% | -27.8% |
| 6M | -41.7% | +20.1% | -61.8% | -44.2% |
| YTD | -36.2% | -22.5% | -13.7% | -33.2% |
| 1Y | -42.1% | -19.7% | -22.4% | -39.9% |
| 3Y | -46.2% | +81.2% | -127.4% | -52.3% |
| All | -55.1% | +74.1% | -129.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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