-6.3%
QXO vs TYL
+985.7%
-991.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.6% |
| 7D | +9.0% | +0.8% | +8.2% | +9.0% |
| 30D | +22.0% | +21.1% | +0.9% | +21.1% |
| 3M | -15.4% | +28.9% | -44.3% | -16.2% |
| 6M | -26.0% | +42.0% | -68.0% | -27.0% |
| YTD | -34.7% | -6.6% | -28.1% | -34.5% |
| 1Y | -28.0% | -9.1% | -18.9% | -27.7% |
| 3Y | -47.0% | +1.8% | -48.9% | -47.2% |
| 5Y | -64.2% | -22.9% | -41.3% | -64.9% |
| 10Y | +48.1% | +182.3% | -134.3% | +76.2% |
| All | -6.3% | +985.7% | -991.9% | +250.6% |
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