-19.9%
TOST vs QXO
-42.5%
+22.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.1% |
| 7D | -5.9% | -8.7% | +2.8% | -4.7% |
| 30D | -8.4% | -21.0% | +12.5% | -5.6% |
| 3M | +31.4% | -18.4% | +49.8% | +34.0% |
| 6M | +10.5% | -43.0% | +53.5% | +17.2% |
| YTD | -10.1% | -36.3% | +26.2% | -9.1% |
| 1Y | -19.9% | -42.8% | +22.8% | -16.0% |
| All | -19.9% | -42.5% | +22.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling