-70.8%
QXO vs TXT
+14.1%
-84.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | -7.8% | +2.5% | -10.3% | -8.6% |
| 30D | -18.1% | -8.9% | -9.2% | -15.4% |
| 3M | -25.8% | -13.6% | -12.2% | -22.1% |
| 6M | -41.7% | -13.1% | -28.6% | -38.7% |
| YTD | -36.2% | -7.0% | -29.2% | -34.1% |
| 1Y | -42.1% | -1.4% | -40.7% | -40.9% |
| 3Y | -46.2% | +7.0% | -53.1% | -48.5% |
| All | -70.8% | +14.1% | -84.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling