+1,779.8%
TSM vs QXO
+34.5%
+1,745.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.0% | -7.8% | +8.8% | +1.2% |
| 30D | +1.0% | -18.1% | +19.1% | +1.4% |
| 3M | +2.9% | -25.8% | +28.6% | +3.5% |
| 6M | +22.8% | -41.7% | +64.5% | +24.0% |
| YTD | +43.3% | -36.2% | +79.5% | +44.4% |
| 1Y | +69.2% | -42.1% | +111.3% | +70.7% |
| 3Y | +404.5% | -46.2% | +450.7% | +385.0% |
| 5Y | +282.2% | -70.7% | +352.9% | +268.0% |
| All | +1,779.8% | +34.5% | +1,745.3% | +1,625.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling