-35.4%
TLT vs QXO
-70.1%
+34.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | -7.8% | +6.2% | -1.7% |
| 30D | -1.1% | -18.1% | +17.0% | -1.2% |
| 3M | -4.9% | -25.8% | +20.9% | -4.9% |
| 6M | -5.0% | -41.7% | +36.7% | -5.2% |
| YTD | -4.4% | -36.2% | +31.8% | -4.5% |
| 1Y | -6.4% | -42.1% | +35.7% | -6.5% |
| 3Y | -2.0% | -46.2% | +44.2% | -1.0% |
| All | -35.4% | -70.1% | +34.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling