-5.4%
QXO vs TXT
+200.2%
-205.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | -17.4% | -10.4% | -6.9% | -15.1% |
| 3M | -22.5% | -14.3% | -8.2% | -19.5% |
| 6M | -41.4% | -15.1% | -26.3% | -38.9% |
| YTD | -34.1% | -8.3% | -25.8% | -32.4% |
| 1Y | -40.8% | -0.7% | -40.1% | -40.2% |
| 3Y | -43.9% | +6.0% | -49.9% | -45.2% |
| 5Y | -69.6% | +12.5% | -82.1% | -71.0% |
| 10Y | +41.0% | +103.2% | -62.2% | +7.1% |
| All | -5.4% | +200.2% | -205.6% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling