+34.5%
QXO vs TSEM
+1,313.0%
-1,278.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -7.8% | -4.9% | -2.9% | -6.8% |
| 30D | -18.1% | -18.7% | +0.6% | -14.6% |
| 3M | -25.8% | -18.1% | -7.6% | -24.3% |
| 6M | -41.7% | +77.1% | -118.8% | -51.4% |
| YTD | -36.2% | +80.1% | -116.3% | -47.8% |
| 1Y | -42.1% | +220.4% | -262.5% | -59.0% |
| 3Y | -46.2% | +650.1% | -696.2% | -68.0% |
| 5Y | -70.7% | +628.9% | -699.6% | -83.0% |
| All | +34.5% | +1,313.0% | -1,278.5% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling