+394.9%
TTWO vs QXO
+34.5%
+360.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +0.4% | -7.8% | +8.2% | +0.4% |
| 30D | -11.3% | -18.1% | +6.8% | -11.2% |
| 3M | +1.6% | -25.8% | +27.4% | +1.9% |
| 6M | +2.1% | -41.7% | +43.8% | +2.5% |
| YTD | -15.8% | -36.2% | +20.3% | -15.6% |
| 1Y | -12.6% | -42.1% | +29.5% | -12.3% |
| 3Y | +48.2% | -46.2% | +94.4% | +44.6% |
| 5Y | +40.0% | -70.7% | +110.7% | +36.5% |
| All | +394.9% | +34.5% | +360.4% | +387.9% |
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