-44.4%
QXO vs TYL
-12.9%
-31.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.1% |
| 7D | -3.9% | -8.6% | +4.7% | -4.0% |
| 30D | -17.4% | +7.5% | -24.9% | -17.2% |
| 3M | -22.5% | +10.9% | -33.4% | -22.2% |
| 6M | -41.4% | -6.7% | -34.7% | -40.9% |
| YTD | -34.1% | -24.5% | -9.6% | -33.1% |
| 1Y | -40.8% | -38.6% | -2.2% | -40.3% |
| All | -44.4% | -12.9% | -31.5% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling