-46.2%
QXO vs TSEM
+645.3%
-691.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -7.8% | -4.9% | -2.9% | -6.6% |
| 30D | -18.1% | -18.7% | +0.6% | -14.0% |
| 3M | -25.8% | -18.1% | -7.6% | -24.1% |
| 6M | -41.7% | +77.1% | -118.8% | -55.1% |
| YTD | -36.2% | +80.1% | -116.3% | -52.5% |
| 1Y | -42.1% | +220.4% | -262.5% | -66.5% |
| 3Y | -46.2% | +650.1% | -696.2% | -74.4% |
| All | -46.2% | +645.3% | -691.5% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling