-35.3%
QXO vs TSLQ
-50.5%
+15.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.0% | -12.8% | +1.3% |
| 7D | -1.3% | -5.8% | +4.5% | -1.9% |
| 30D | -16.0% | -22.1% | +6.1% | -18.9% |
| 3M | -17.7% | +10.1% | -27.8% | -13.7% |
| 6M | -42.6% | -6.8% | -35.8% | -40.6% |
| YTD | -30.8% | +8.5% | -39.3% | -27.3% |
| 1Y | -35.3% | -49.7% | +14.4% | -26.9% |
| All | -35.3% | -50.5% | +15.2% | -26.9% |
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