+53,289.7%
IDXX vs TRMB
+2,245.5%
+51,044.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -5.7% | -3.0% | -2.7% | -5.2% |
| 30D | -11.5% | +2.3% | -13.9% | -12.0% |
| 3M | -9.5% | +15.3% | -24.9% | -12.0% |
| 6M | -16.0% | -14.7% | -1.3% | -13.5% |
| YTD | -25.4% | -26.4% | +1.0% | -21.2% |
| 1Y | -21.8% | -30.4% | +8.6% | -16.5% |
| 3Y | +7.0% | +13.5% | -6.5% | +3.6% |
| 5Y | -26.0% | -38.6% | +12.6% | -20.1% |
| 10Y | +358.9% | +121.8% | +237.2% | +296.5% |
| All | +53,289.7% | +2,245.5% | +51,044.2% | +28,246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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