-3.0%
IDXX vs TSLQ
-18.2%
+15.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +4.1% |
| 7D | +24.1% | +9.8% | +14.3% | +24.3% |
| 30D | +32.5% | -6.0% | +38.6% | +32.5% |
| 3M | +18.8% | -35.0% | +53.8% | +17.6% |
| 6M | +24.0% | -24.9% | +49.0% | +22.9% |
| YTD | +3.3% | -12.7% | +15.9% | +4.3% |
| All | -3.0% | -18.2% | +15.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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