-1.4%
QXO vs TYL
+790.5%
-791.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | -0.6% |
| 7D | +2.9% | -7.6% | +10.5% | +3.1% |
| 30D | -18.0% | +11.3% | -29.3% | -18.3% |
| 3M | -14.7% | +14.5% | -29.2% | -15.2% |
| 6M | -39.2% | -7.1% | -32.1% | -39.1% |
| YTD | -31.3% | -23.4% | -7.9% | -30.6% |
| 1Y | -39.7% | -38.6% | -1.1% | -38.5% |
| 3Y | -41.5% | -11.3% | -30.2% | -41.4% |
| 5Y | -67.0% | -28.0% | -39.0% | -67.1% |
| 10Y | +44.7% | +104.9% | -60.1% | +68.2% |
| All | -1.4% | +790.5% | -791.9% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling