+76.5%
TXN vs QXO
-47.1%
+123.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.7% | +3.8% |
| 7D | +4.0% | -7.8% | +11.8% | +4.2% |
| 30D | -2.9% | -18.1% | +15.2% | -2.4% |
| 3M | -9.1% | -25.8% | +16.7% | -8.5% |
| 6M | +36.6% | -41.7% | +78.3% | +38.1% |
| YTD | +57.5% | -36.2% | +93.7% | +58.8% |
| 1Y | +49.5% | -42.1% | +91.6% | +51.0% |
| 3Y | +76.5% | -46.2% | +122.7% | +70.6% |
| All | +76.5% | -47.1% | +123.6% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling