+364.1%
TTD vs QXO
+29.1%
+335.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +0.7% |
| 7D | -7.4% | -8.7% | +1.3% | -7.2% |
| 30D | +3.0% | -21.0% | +24.0% | +3.6% |
| 3M | -27.6% | -18.4% | -9.2% | -27.3% |
| 6M | -49.5% | -43.0% | -6.5% | -48.9% |
| YTD | -63.2% | -36.3% | -26.9% | -62.9% |
| 1Y | -69.7% | -42.8% | -26.9% | -69.4% |
| 3Y | -83.3% | -45.8% | -37.6% | -84.8% |
| 5Y | -80.8% | -70.8% | -10.0% | -82.4% |
| All | +364.1% | +29.1% | +335.1% | +303.3% |
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