-1.4%
QXO vs TPR
+138.0%
-139.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.2% |
| 7D | +2.9% | -3.4% | +6.2% | +3.4% |
| 30D | -18.0% | -27.3% | +9.3% | -14.5% |
| 3M | -14.7% | -16.2% | +1.5% | -12.8% |
| 6M | -39.2% | -17.9% | -21.3% | -37.6% |
| YTD | -31.3% | -7.1% | -24.2% | -30.6% |
| 1Y | -39.7% | +13.6% | -53.3% | -40.5% |
| 3Y | -41.5% | +293.7% | -335.3% | -49.6% |
| 5Y | -67.0% | +239.1% | -306.1% | -71.7% |
| 10Y | +44.7% | +311.2% | -266.4% | +12.9% |
| All | -1.4% | +138.0% | -139.4% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling