-8.6%
QXO vs TSN
+297.7%
-306.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.7% |
| 7D | -8.7% | +1.4% | -10.0% | -9.0% |
| 30D | -21.0% | -6.2% | -14.8% | -19.7% |
| 3M | -18.4% | -5.7% | -12.7% | -17.4% |
| 6M | -43.0% | -11.4% | -31.7% | -41.5% |
| YTD | -36.3% | -8.2% | -28.1% | -35.3% |
| 1Y | -42.8% | -2.0% | -40.8% | -43.1% |
| 3Y | -45.8% | +11.9% | -57.6% | -49.2% |
| 5Y | -70.8% | -17.8% | -53.0% | -71.1% |
| 10Y | +36.3% | -5.7% | +42.0% | +23.8% |
| All | -8.6% | +297.7% | -306.3% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling