-3.0%
IDXX vs TRI
-17.4%
+14.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +2.5% |
| 7D | +24.1% | +1.0% | +23.1% | +23.8% |
| 30D | +32.5% | +20.8% | +11.8% | +27.7% |
| 3M | +18.8% | +8.1% | +10.7% | +16.4% |
| 6M | +24.0% | +24.2% | -0.1% | +17.2% |
| YTD | +3.3% | -7.8% | +11.0% | +5.2% |
| All | -3.0% | -17.4% | +14.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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