-23.0%
IDXX vs TDY
+39.0%
-62.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.1% |
| 7D | -5.7% | -1.1% | -4.6% | -5.1% |
| 30D | -11.5% | -12.0% | +0.5% | -4.8% |
| 3M | -9.5% | -3.2% | -6.3% | -8.4% |
| 6M | -16.0% | -7.9% | -8.1% | -12.6% |
| YTD | -25.4% | +18.2% | -43.6% | -34.1% |
| 1Y | -21.8% | +6.7% | -28.4% | -26.4% |
| 3Y | +7.0% | +47.5% | -40.5% | -21.5% |
| All | -23.0% | +39.0% | -62.0% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling