+7,319.3%
IDXX vs TRI
+509.5%
+6,809.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -5.7% | -7.9% | +2.2% | -2.3% |
| 30D | -11.5% | -4.5% | -7.0% | -10.2% |
| 3M | -9.5% | +22.1% | -31.6% | -18.8% |
| 6M | -16.0% | -2.8% | -13.2% | -17.5% |
| YTD | -25.4% | -23.4% | -2.0% | -19.5% |
| 1Y | -21.8% | -41.5% | +19.8% | -4.0% |
| 3Y | +7.0% | -19.2% | +26.2% | +10.5% |
| 5Y | -26.0% | -9.4% | -16.6% | -27.5% |
| 10Y | +358.9% | +195.6% | +163.4% | +160.1% |
| All | +7,319.3% | +509.5% | +6,809.8% | +2,419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling