+1,405.9%
IDXX vs TRGP
+2,232.9%
-827.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -11.5% | +8.0% | -19.6% | -12.5% |
| 3M | -9.5% | +8.3% | -17.8% | -10.6% |
| 6M | -16.0% | +23.9% | -39.9% | -18.6% |
| YTD | -25.4% | +59.6% | -85.0% | -30.1% |
| 1Y | -21.8% | +79.4% | -101.2% | -28.0% |
| 3Y | +7.0% | +269.4% | -262.4% | -10.7% |
| 5Y | -26.0% | +641.6% | -667.6% | -43.2% |
| 10Y | +358.9% | +845.2% | -486.3% | +213.4% |
| All | +1,405.9% | +2,232.9% | -827.0% | +550.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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