+4.8%
TLT vs QXO
-5.4%
+10.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -0.3% | -3.9% | +3.6% | -0.3% |
| 30D | 0.0% | -17.4% | +17.3% | 0.0% |
| 3M | -2.9% | -22.5% | +19.6% | -2.9% |
| 6M | -6.3% | -41.4% | +35.1% | -6.3% |
| YTD | -3.3% | -34.1% | +30.8% | -3.4% |
| 1Y | -4.2% | -40.8% | +36.6% | -4.3% |
| 3Y | -1.7% | -43.9% | +42.2% | -1.3% |
| 5Y | -34.9% | -69.6% | +34.7% | -34.6% |
| 10Y | -19.8% | +41.0% | -60.8% | -19.2% |
| All | +4.8% | -5.4% | +10.2% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling