+33.6%
TSLA vs QXO
-47.1%
+80.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +3.2% | -7.8% | +11.0% | +3.3% |
| 30D | +11.6% | -18.1% | +29.7% | +12.0% |
| 3M | -8.4% | -25.8% | +17.3% | -8.0% |
| 6M | -10.4% | -41.7% | +31.3% | -9.8% |
| YTD | -18.7% | -36.2% | +17.4% | -18.3% |
| 1Y | -0.9% | -42.1% | +41.2% | -0.3% |
| 3Y | +33.6% | -46.2% | +79.7% | +33.1% |
| All | +33.6% | -47.1% | +80.7% | +33.1% |
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 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