+41.8%
TGT vs QXO
-47.1%
+88.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -5.2% | -7.8% | +2.6% | -5.1% |
| 30D | +1.2% | -18.1% | +19.3% | +1.4% |
| 3M | +18.4% | -25.8% | +44.1% | +18.7% |
| 6M | +33.4% | -41.7% | +75.2% | +34.1% |
| YTD | +63.8% | -36.2% | +100.0% | +64.5% |
| 1Y | +77.2% | -42.1% | +119.3% | +78.0% |
| 3Y | +41.8% | -46.2% | +87.9% | +41.1% |
| All | +41.8% | -47.1% | +88.9% | +41.1% |
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