-6.9%
IDXX vs TKO
+2.8%
-9.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.7% | -3.4% |
| 7D | +16.4% | +5.8% | +10.6% | +15.1% |
| 30D | +30.1% | +7.2% | +22.9% | +28.2% |
| 3M | +14.7% | +3.7% | +11.0% | +13.4% |
| 6M | +19.1% | +2.0% | +17.2% | +17.4% |
| YTD | -0.9% | -8.4% | +7.6% | +0.1% |
| 1Y | -6.9% | +2.6% | -9.5% | -8.3% |
| All | -6.9% | +2.8% | -9.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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