-45.7%
TOST vs QXO
-66.8%
+21.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -3.4% | -1.3% | -2.2% | -3.4% |
| 30D | -2.4% | -16.0% | +13.6% | -2.1% |
| 3M | +34.6% | -17.7% | +52.4% | +35.1% |
| 6M | +15.2% | -42.6% | +57.8% | +16.4% |
| YTD | -4.4% | -30.8% | +26.4% | -3.9% |
| 1Y | -17.4% | -35.3% | +17.9% | -16.9% |
| 3Y | +54.5% | -46.3% | +100.8% | +43.6% |
| All | -45.7% | -66.8% | +21.2% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling