-23.0%
IDXX vs TSN
-17.2%
-5.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -5.7% | +3.0% | -8.8% | -6.4% |
| 30D | -11.5% | -4.2% | -7.4% | -10.7% |
| 3M | -9.5% | -3.9% | -5.6% | -8.8% |
| 6M | -16.0% | -9.8% | -6.1% | -14.5% |
| YTD | -25.4% | -7.3% | -18.1% | -24.8% |
| 1Y | -21.8% | -2.2% | -19.6% | -22.5% |
| 3Y | +7.0% | +11.9% | -4.8% | +0.7% |
| All | -23.0% | -17.2% | -5.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling