+34.5%
QXO vs TPR
+327.7%
-293.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -7.8% | -3.0% | -4.8% | -7.2% |
| 30D | -18.1% | -22.6% | +4.5% | -13.8% |
| 3M | -25.8% | -18.2% | -7.6% | -22.9% |
| 6M | -41.7% | -18.0% | -23.7% | -39.3% |
| YTD | -36.2% | -6.4% | -29.8% | -35.4% |
| 1Y | -42.1% | +12.3% | -54.4% | -43.5% |
| 3Y | -46.2% | +298.7% | -344.8% | -59.0% |
| 5Y | -70.7% | +232.5% | -303.2% | -77.8% |
| All | +34.5% | +327.7% | -293.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling