-52.0%
TSLL vs QXO
-34.0%
-18.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | 0.0% |
| 7D | +5.1% | -3.9% | +9.0% | +5.3% |
| 30D | +20.0% | -17.4% | +37.3% | +20.9% |
| 3M | -23.8% | -22.5% | -1.3% | -23.0% |
| 6M | -30.3% | -41.4% | +11.1% | -29.0% |
| YTD | -47.7% | -34.1% | -13.5% | -46.9% |
| 1Y | -21.2% | -40.8% | +19.6% | -19.9% |
| 3Y | -26.9% | -43.9% | +17.0% | -27.4% |
| All | -52.0% | -34.0% | -18.1% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling