+34.5%
QXO vs TSN
-4.9%
+39.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -7.8% | +3.0% | -10.8% | -8.6% |
| 30D | -18.1% | -4.2% | -13.9% | -17.2% |
| 3M | -25.8% | -3.9% | -21.9% | -25.2% |
| 6M | -41.7% | -9.8% | -31.9% | -40.3% |
| YTD | -36.2% | -7.3% | -28.9% | -35.4% |
| 1Y | -42.1% | -2.2% | -39.9% | -42.5% |
| 3Y | -46.2% | +11.9% | -58.0% | -50.3% |
| 5Y | -70.7% | -16.9% | -53.8% | -71.5% |
| All | +34.5% | -4.9% | +39.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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