+308.3%
TSCO vs QXO
-8.4%
+316.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.7% | -7.8% | +2.1% | -5.6% |
| 30D | -8.8% | -18.1% | +9.3% | -8.7% |
| 3M | +6.3% | -25.8% | +32.1% | +6.4% |
| 6M | -32.3% | -41.7% | +9.4% | -32.2% |
| YTD | -32.7% | -36.2% | +3.5% | -32.6% |
| 1Y | -43.7% | -42.1% | -1.6% | -43.6% |
| 3Y | -19.7% | -46.2% | +26.5% | -19.7% |
| 5Y | -11.6% | -70.7% | +59.1% | -11.7% |
| 10Y | +184.1% | +36.5% | +147.6% | +188.3% |
| All | +308.3% | -8.4% | +316.7% | +316.1% |
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 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