+7.0%
IDXX vs TRI
-18.9%
+26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -5.7% | -7.9% | +2.2% | -3.5% |
| 30D | -11.5% | -4.5% | -7.0% | -10.7% |
| 3M | -9.5% | +22.1% | -31.6% | -15.4% |
| 6M | -16.0% | -2.8% | -13.2% | -16.3% |
| YTD | -25.4% | -23.4% | -2.0% | -18.7% |
| 1Y | -21.8% | -41.5% | +19.8% | -3.9% |
| 3Y | +7.0% | -19.2% | +26.2% | +3.5% |
| All | +7.0% | -18.9% | +26.0% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling