-37.5%
TSLL vs QXO
-28.6%
-8.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.0% |
| 7D | +17.8% | +9.0% | +8.8% | +12.3% |
| 30D | +8.2% | +22.0% | -13.7% | -2.2% |
| 3M | +20.9% | -15.4% | +36.2% | +32.9% |
| 6M | -37.5% | -26.0% | -11.5% | -28.2% |
| All | -37.5% | -28.6% | -8.9% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling