-42.1%
QXO vs TSLQ
-49.6%
+7.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | 0.0% |
| 7D | -7.8% | -6.6% | -1.2% | -8.8% |
| 30D | -18.1% | -24.3% | +6.2% | -21.3% |
| 3M | -25.8% | -3.6% | -22.1% | -24.2% |
| 6M | -41.7% | -12.0% | -29.8% | -40.3% |
| YTD | -36.2% | +1.4% | -37.6% | -33.8% |
| 1Y | -42.1% | -43.6% | +1.5% | -36.1% |
| All | -42.1% | -49.6% | +7.5% | -36.1% |
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