+376.4%
TTD vs QXO
+29.3%
+347.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -0.6% | -7.8% | +7.2% | -0.4% |
| 30D | +6.3% | -18.1% | +24.4% | +6.8% |
| 3M | -24.1% | -25.8% | +1.6% | -23.6% |
| 6M | -47.4% | -41.7% | -5.7% | -46.9% |
| YTD | -62.2% | -36.2% | -26.0% | -61.9% |
| 1Y | -68.3% | -42.1% | -26.2% | -68.0% |
| 3Y | -83.4% | -46.2% | -37.3% | -84.9% |
| 5Y | -80.3% | -70.7% | -9.6% | -81.9% |
| All | +376.4% | +29.3% | +347.1% | +313.9% |
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