+151.1%
TOST vs QXO
-50.0%
+201.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.5% |
| 7D | 0.0% | +9.0% | -9.0% | -0.1% |
| 30D | +16.2% | +22.0% | -5.8% | +16.0% |
| 3M | -1.5% | -15.4% | +13.8% | -1.5% |
| 6M | +55.3% | -26.0% | +81.3% | +55.4% |
| YTD | -2.3% | -34.7% | +32.3% | -2.2% |
| 1Y | -5.5% | -28.0% | +22.4% | -5.4% |
| 3Y | +151.1% | -47.0% | +198.2% | +156.2% |
| All | +151.1% | -50.0% | +201.1% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling