-35.3%
QXO vs TSEM
+259.4%
-294.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -2.0% |
| 7D | -1.3% | +6.9% | -8.1% | -2.3% |
| 30D | -16.0% | +5.3% | -21.3% | -17.0% |
| 3M | -17.7% | -14.9% | -2.8% | -17.4% |
| 6M | -42.6% | +80.0% | -122.6% | -50.4% |
| YTD | -30.8% | +89.4% | -120.1% | -42.3% |
| 1Y | -35.3% | +253.1% | -288.4% | -54.5% |
| All | -35.3% | +259.4% | -294.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling