-46.2%
QXO vs TPR
+286.9%
-333.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.0% |
| 7D | -8.7% | -5.1% | -3.6% | -6.9% |
| 30D | -21.0% | -27.6% | +6.6% | -11.4% |
| 3M | -18.4% | -17.5% | -0.9% | -13.3% |
| 6M | -43.0% | -21.3% | -21.7% | -38.2% |
| YTD | -36.3% | -8.5% | -27.8% | -34.4% |
| 1Y | -42.8% | +11.5% | -54.2% | -44.9% |
| All | -46.2% | +286.9% | -333.2% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling