-26.7%
TSLL vs QXO
-40.8%
+14.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +7.9% |
| 7D | +5.8% | +2.9% | +2.9% | +5.7% |
| 30D | +21.7% | -18.0% | +39.7% | +22.5% |
| 3M | -28.2% | -14.7% | -13.5% | -27.8% |
| 6M | -29.5% | -39.2% | +9.8% | -28.4% |
| YTD | -47.5% | -31.3% | -16.2% | -46.9% |
| 1Y | -20.8% | -39.7% | +18.9% | -19.7% |
| 3Y | -26.7% | -41.5% | +14.8% | -27.1% |
| All | -26.7% | -40.8% | +14.1% | -27.1% |
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