+53,289.7%
IDXX vs TSN
+495.2%
+52,794.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -5.7% | +3.0% | -8.8% | -6.3% |
| 30D | -11.5% | -4.2% | -7.4% | -10.9% |
| 3M | -9.5% | -3.9% | -5.6% | -9.0% |
| 6M | -16.0% | -9.8% | -6.1% | -14.7% |
| YTD | -25.4% | -7.3% | -18.1% | -24.7% |
| 1Y | -21.8% | -2.2% | -19.6% | -22.0% |
| 3Y | +7.0% | +11.9% | -4.8% | +3.4% |
| 5Y | -26.0% | -16.9% | -9.0% | -25.0% |
| 10Y | +358.9% | -4.8% | +363.7% | +334.7% |
| All | +53,289.7% | +495.2% | +52,794.5% | +28,917.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling