-46.2%
QXO vs TT
+119.8%
-166.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -7.8% | -1.2% | -6.6% | -7.2% |
| 30D | -18.1% | -7.3% | -10.8% | -14.6% |
| 3M | -25.8% | -3.6% | -22.2% | -24.0% |
| 6M | -41.7% | +2.8% | -44.5% | -41.5% |
| YTD | -36.2% | +14.5% | -50.7% | -38.0% |
| 1Y | -42.1% | +7.4% | -49.5% | -42.5% |
| 3Y | -46.2% | +116.2% | -162.4% | -54.6% |
| All | -46.2% | +119.8% | -166.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling