+34.5%
QXO vs TRI
+196.2%
-161.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.2% |
| 7D | -7.8% | -7.9% | +0.1% | -6.3% |
| 30D | -18.1% | -4.5% | -13.6% | -17.5% |
| 3M | -25.8% | +22.1% | -47.9% | -29.4% |
| 6M | -41.7% | -2.8% | -38.9% | -41.9% |
| YTD | -36.2% | -23.4% | -12.8% | -32.3% |
| 1Y | -42.1% | -41.5% | -0.6% | -33.4% |
| 3Y | -46.2% | -19.2% | -26.9% | -44.1% |
| 5Y | -70.7% | -9.4% | -61.3% | -70.8% |
| All | +34.5% | +196.2% | -161.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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