+4,096.7%
TSM vs QXO
-5.4%
+4,102.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.8% |
| 7D | +4.8% | -3.9% | +8.6% | +4.8% |
| 30D | +4.0% | -17.4% | +21.4% | +4.2% |
| 3M | +2.0% | -22.5% | +24.5% | +2.2% |
| 6M | +25.5% | -41.4% | +66.9% | +25.9% |
| YTD | +44.0% | -34.1% | +78.1% | +44.4% |
| 1Y | +75.4% | -40.8% | +116.3% | +76.0% |
| 3Y | +406.7% | -43.9% | +450.7% | +400.8% |
| 5Y | +285.0% | -69.6% | +354.6% | +280.4% |
| 10Y | +1,815.4% | +41.0% | +1,774.4% | +1,783.5% |
| All | +4,096.7% | -5.4% | +4,102.2% | +4,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling