-16.4%
IDXX vs TSLQ
-50.5%
+34.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.0% | -10.8% | +1.6% |
| 7D | -3.5% | -5.8% | +2.3% | -3.7% |
| 30D | -8.4% | -22.1% | +13.6% | -9.2% |
| 3M | -5.2% | +10.1% | -15.2% | -4.1% |
| 6M | -17.5% | -6.8% | -10.7% | -17.1% |
| YTD | -20.9% | +8.5% | -29.4% | -19.7% |
| 1Y | -16.4% | -49.7% | +33.3% | -12.8% |
| All | -16.4% | -50.5% | +34.1% | -12.8% |
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