-48.1%
TOST vs QXO
-68.4%
+20.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.4% |
| 7D | -4.7% | -3.9% | -0.8% | -4.6% |
| 30D | -9.1% | -17.4% | +8.3% | -8.7% |
| 3M | +29.8% | -22.5% | +52.3% | +30.5% |
| 6M | +10.0% | -41.4% | +51.4% | +11.2% |
| YTD | -8.6% | -34.1% | +25.5% | -8.0% |
| 1Y | -20.7% | -40.8% | +20.1% | -20.0% |
| 3Y | +55.7% | -43.9% | +99.6% | +42.3% |
| All | -48.1% | -68.4% | +20.3% | -44.1% |
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