+42.4%
TMUS vs QXO
-70.4%
+112.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -5.8% | -8.7% | +2.9% | -5.7% |
| 30D | -0.2% | -21.0% | +20.7% | -0.1% |
| 3M | -4.0% | -18.4% | +14.4% | -3.9% |
| 6M | -18.1% | -43.0% | +24.9% | -17.9% |
| YTD | -11.3% | -36.3% | +24.9% | -11.2% |
| 1Y | -24.7% | -42.8% | +18.0% | -24.6% |
| 3Y | +35.4% | -45.8% | +81.1% | +33.1% |
| 5Y | +42.4% | -70.8% | +113.2% | +40.1% |
| All | +42.4% | -70.4% | +112.8% | +40.1% |
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 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