-70.3%
QXO vs TYL
-23.0%
-47.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +9.0% | +0.8% | +8.2% | +8.9% |
| 30D | +22.0% | +21.1% | +0.9% | +18.8% |
| 3M | -15.4% | +28.9% | -44.3% | -18.4% |
| 6M | -26.0% | +42.0% | -68.0% | -29.9% |
| YTD | -34.7% | -6.6% | -28.1% | -33.7% |
| 1Y | -28.0% | -9.1% | -18.9% | -26.5% |
| 3Y | -47.0% | +1.8% | -48.9% | -48.7% |
| All | -70.3% | -23.0% | -47.3% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling