+34.5%
QXO vs TTMI
+1,127.6%
-1,093.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.5% |
| 7D | -7.8% | +0.7% | -8.5% | -7.9% |
| 30D | -18.1% | -8.4% | -9.7% | -17.0% |
| 3M | -25.8% | -32.5% | +6.7% | -20.8% |
| 6M | -41.7% | +32.5% | -74.2% | -46.2% |
| YTD | -36.2% | +83.2% | -119.4% | -45.5% |
| 1Y | -42.1% | +161.7% | -203.8% | -54.3% |
| 3Y | -46.2% | +890.1% | -936.3% | -66.7% |
| 5Y | -70.7% | +832.4% | -903.2% | -82.4% |
| All | +34.5% | +1,127.6% | -1,093.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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