+328.6%
TMO vs QXO
+34.5%
+294.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -7.8% | +7.1% | -0.5% |
| 30D | +1.1% | -18.1% | +19.2% | +1.4% |
| 3M | +28.3% | -25.8% | +54.1% | +28.8% |
| 6M | +23.3% | -41.7% | +65.0% | +24.0% |
| YTD | +5.5% | -36.2% | +41.6% | +5.9% |
| 1Y | +24.5% | -42.1% | +66.6% | +25.2% |
| 3Y | +19.6% | -46.2% | +65.7% | +16.4% |
| 5Y | +8.1% | -70.7% | +78.8% | +5.3% |
| All | +328.6% | +34.5% | +294.1% | +315.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling