-49.1%
TSLL vs QXO
-34.5%
-14.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.6% |
| 7D | +17.8% | +9.0% | +8.8% | +17.4% |
| 30D | +8.2% | +22.0% | -13.7% | +7.3% |
| 3M | +20.9% | -15.4% | +36.2% | +21.6% |
| 6M | -37.5% | -26.0% | -11.5% | -36.9% |
| YTD | -44.5% | -34.7% | -9.8% | -43.7% |
| 1Y | -33.0% | -28.0% | -5.0% | -32.2% |
| 3Y | -6.4% | -47.0% | +40.7% | -6.3% |
| All | -49.1% | -34.5% | -14.6% | -52.5% |
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