+278.4%
TER vs QXO
-47.2%
+325.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.4% |
| 7D | +9.4% | -8.7% | +18.1% | +9.7% |
| 30D | -2.4% | -21.0% | +18.5% | -1.7% |
| 3M | +6.5% | -18.4% | +24.9% | +7.3% |
| 6M | +23.2% | -43.0% | +66.2% | +25.3% |
| YTD | +91.5% | -36.3% | +127.8% | +94.3% |
| 1Y | +214.8% | -42.8% | +257.6% | +220.0% |
| All | +278.4% | -47.2% | +325.5% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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