+4.6%
TSLA vs QXO
-34.8%
+39.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.8% |
| 7D | +1.5% | -1.3% | +2.8% | +1.8% |
| 30D | +10.1% | -16.0% | +26.2% | +13.7% |
| 3M | -15.4% | -17.7% | +2.4% | -12.9% |
| 6M | -12.8% | -42.6% | +29.8% | -5.8% |
| YTD | -21.3% | -30.8% | +9.5% | -17.0% |
| 1Y | +4.6% | -35.3% | +39.9% | +9.6% |
| All | +4.6% | -34.8% | +39.4% | +9.6% |
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 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