+53,483.3%
IDXX vs THC
+383.4%
+53,099.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -13.7% | +1.5% | -15.2% | -13.8% |
| 3M | -9.1% | +59.9% | -68.9% | -14.0% |
| 6M | -15.4% | +11.0% | -26.4% | -16.8% |
| YTD | -25.1% | +32.6% | -57.7% | -28.0% |
| 1Y | -20.6% | +37.4% | -58.0% | -24.0% |
| 3Y | +8.7% | +252.5% | -243.8% | -7.4% |
| 5Y | -25.7% | +262.3% | -288.0% | -37.8% |
| 10Y | +360.6% | +1,015.4% | -654.8% | +215.5% |
| All | +53,483.3% | +383.4% | +53,099.9% | +29,806.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 all: compounded portfolio wealth divided by compounded THC 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…
all analysis · Full analysis span regression · 6 months rolling