+123.4%
IDXX vs TW
+206.7%
-83.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -5.7% | -4.5% | -1.2% | -4.1% |
| 30D | -11.5% | -2.3% | -9.3% | -10.9% |
| 3M | -9.5% | +2.6% | -12.1% | -11.0% |
| 6M | -16.0% | -17.5% | +1.6% | -10.6% |
| YTD | -25.4% | -5.3% | -20.1% | -25.2% |
| 1Y | -21.8% | -14.8% | -7.0% | -18.4% |
| 3Y | +7.0% | +18.8% | -11.8% | -5.4% |
| 5Y | -26.0% | +20.7% | -46.7% | -36.5% |
| All | +123.4% | +206.7% | -83.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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