-23.9%
QXO vs TXG
+27.0%
-50.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | -0.6% |
| 7D | -7.8% | +9.5% | -17.3% | -9.7% |
| 30D | -18.1% | +18.8% | -36.9% | -21.4% |
| 3M | -25.8% | +136.1% | -161.9% | -39.5% |
| 6M | -41.7% | +235.2% | -277.0% | -56.4% |
| YTD | -36.2% | +320.5% | -356.7% | -54.6% |
| 1Y | -42.1% | +425.2% | -467.3% | -61.2% |
| 3Y | -46.2% | +42.9% | -89.0% | -56.8% |
| 5Y | -70.7% | -62.8% | -7.9% | -71.7% |
| All | -23.9% | +27.0% | -50.9% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling