-29.4%
QXO vs TSLQ
-0.4%
-29.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +21.8% | -29.8% | -3.4% |
| 7D | +2.3% | +32.9% | -30.6% | +9.5% |
| 30D | -3.9% | +15.4% | -19.2% | +0.1% |
| 3M | -26.8% | -23.7% | -3.1% | -29.5% |
| 6M | -38.3% | -10.1% | -28.2% | -36.2% |
| YTD | -39.7% | +6.3% | -46.0% | -33.0% |
| 1Y | -29.4% | +4.6% | -34.0% | -20.2% |
| All | -29.4% | -0.4% | -29.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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