-23.4%
TSLL vs QXO
-34.8%
+11.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.0% | -11.5% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | +17.8% | -16.0% | +33.8% | +25.9% |
| 3M | -37.0% | -17.7% | -19.3% | -32.8% |
| 6M | -37.7% | -42.6% | +4.9% | -26.3% |
| YTD | -51.4% | -30.8% | -20.6% | -45.1% |
| 1Y | -23.4% | -35.3% | +12.0% | -14.1% |
| All | -23.4% | -34.8% | +11.5% | -14.1% |
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 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