-9.2%
QXO vs TW
+209.8%
-219.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -8.7% | -2.7% | -6.0% | -8.1% |
| 30D | -21.0% | -1.7% | -19.2% | -20.7% |
| 3M | -18.4% | +1.6% | -20.0% | -19.4% |
| 6M | -43.0% | -17.7% | -25.3% | -40.7% |
| YTD | -36.3% | -4.3% | -31.9% | -36.7% |
| 1Y | -42.8% | -13.1% | -29.7% | -41.6% |
| 3Y | -45.8% | +20.3% | -66.0% | -53.8% |
| 5Y | -70.8% | +22.0% | -92.7% | -75.5% |
| All | -9.2% | +209.8% | -219.0% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling