-42.1%
QXO vs TW
-14.2%
-27.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | 0.0% |
| 7D | -7.8% | -4.5% | -3.3% | -8.6% |
| 30D | -18.1% | -2.3% | -15.8% | -18.4% |
| 3M | -25.8% | +2.6% | -28.4% | -24.9% |
| 6M | -41.7% | -17.5% | -24.2% | -40.9% |
| YTD | -36.2% | -5.3% | -30.9% | -35.1% |
| 1Y | -42.1% | -14.8% | -27.3% | -38.7% |
| All | -42.1% | -14.2% | -27.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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