-21.8%
IDXX vs TAP
-17.5%
-4.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | -5.7% | -3.9% | -1.9% | -5.2% |
| 30D | -11.5% | -5.3% | -6.3% | -10.9% |
| 3M | -9.5% | -3.8% | -5.8% | -9.3% |
| 6M | -16.0% | -11.4% | -4.6% | -16.3% |
| YTD | -25.4% | -13.7% | -11.7% | -25.7% |
| 1Y | -21.8% | -17.2% | -4.6% | -22.0% |
| All | -21.8% | -17.5% | -4.3% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling