-46.0%
TSLL vs QXO
-25.8%
-20.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.1% | -14.4% | -9.4% |
| 7D | -9.4% | +16.6% | -26.0% | -15.1% |
| 30D | +1.6% | +6.6% | -5.0% | -1.9% |
| 3M | +29.4% | -17.5% | +46.9% | +39.1% |
| 6M | -20.1% | -33.8% | +13.6% | -7.6% |
| YTD | -44.5% | -34.4% | -10.1% | -37.1% |
| 1Y | -46.0% | -25.0% | -21.1% | -42.3% |
| All | -46.0% | -25.8% | -20.2% | -42.3% |
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