-70.8%
QXO vs TYL
-30.1%
-40.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.0% |
| 7D | -8.7% | -11.5% | +2.9% | -7.2% |
| 30D | -21.0% | +3.9% | -24.9% | -21.4% |
| 3M | -18.4% | +10.8% | -29.2% | -19.9% |
| 6M | -43.0% | -5.3% | -37.7% | -42.8% |
| YTD | -36.3% | -26.1% | -10.2% | -33.1% |
| 1Y | -42.8% | -38.5% | -4.2% | -37.8% |
| 3Y | -45.8% | -14.5% | -31.3% | -46.8% |
| 5Y | -70.8% | -28.9% | -41.9% | -68.6% |
| All | -70.8% | -30.1% | -40.6% | -68.6% |
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