-29.4%
QXO vs TXG
+336.9%
-366.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -14.0% | +6.0% | -4.4% |
| 7D | +2.3% | -28.8% | +31.1% | +11.1% |
| 30D | -3.9% | -28.0% | +24.1% | +3.5% |
| 3M | -26.8% | +22.3% | -49.1% | -36.4% |
| 6M | -38.3% | +163.8% | -202.1% | -60.3% |
| YTD | -39.7% | +256.0% | -295.6% | -65.7% |
| 1Y | -29.4% | +330.4% | -359.8% | -62.3% |
| All | -29.4% | +336.9% | -366.3% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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