+352.1%
IDXX vs TAP
-49.9%
+402.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -5.7% | -3.9% | -1.9% | -5.1% |
| 30D | -11.5% | -5.3% | -6.3% | -10.8% |
| 3M | -9.5% | -3.8% | -5.8% | -9.0% |
| 6M | -16.0% | -11.4% | -4.6% | -14.4% |
| YTD | -25.4% | -13.7% | -11.7% | -23.9% |
| 1Y | -21.8% | -17.2% | -4.6% | -19.8% |
| 3Y | +7.0% | -33.1% | +40.1% | +13.1% |
| 5Y | -26.0% | +0.8% | -26.7% | -27.0% |
| All | +352.1% | -49.9% | +402.0% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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