-25.0%
QXO vs TYL
-10.1%
-14.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.7% | +3.4% | +7.9% |
| 7D | +16.6% | +17.3% | -0.7% | +16.0% |
| 30D | +6.6% | +28.9% | -22.3% | +6.2% |
| 3M | -17.5% | +35.1% | -52.5% | -17.6% |
| 6M | -33.8% | +29.3% | -63.1% | -33.5% |
| YTD | -34.4% | -6.8% | -27.6% | -23.4% |
| 1Y | -25.0% | -9.9% | -15.1% | -10.0% |
| All | -25.0% | -10.1% | -14.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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