-23.4%
TSLL vs QXO
-42.5%
+19.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.0% |
| 7D | -7.3% | -8.7% | +1.4% | -4.0% |
| 30D | +15.8% | -21.0% | +36.7% | +26.7% |
| 3M | -19.5% | -18.4% | -1.1% | -13.6% |
| 6M | -32.1% | -43.0% | +11.0% | -19.2% |
| YTD | -48.9% | -36.3% | -12.6% | -40.3% |
| 1Y | -23.4% | -42.8% | +19.4% | -20.0% |
| All | -23.4% | -42.5% | +19.1% | -20.0% |
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