-25.0%
QXO vs TSEM
+79.9%
-104.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -8.7% | +16.9% | +9.2% |
| 7D | +16.6% | -23.1% | +39.7% | +20.6% |
| 30D | +6.6% | -40.4% | +46.9% | +14.6% |
| 3M | -17.5% | -37.9% | +20.4% | -12.5% |
| 6M | -33.8% | -30.8% | -3.0% | -33.1% |
| YTD | -34.4% | +26.7% | -61.1% | -41.9% |
| 1Y | -25.0% | +80.5% | -105.4% | -42.3% |
| All | -25.0% | +79.9% | -104.8% | -42.3% |
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