-16.4%
IDXX vs TXG
+372.5%
-388.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -3.5% | +1.8% | -5.3% | -3.7% |
| 30D | -8.4% | +32.0% | -40.5% | -11.7% |
| 3M | -5.2% | +87.0% | -92.2% | -13.8% |
| 6M | -17.5% | +180.1% | -197.5% | -29.6% |
| YTD | -20.9% | +284.1% | -305.0% | -35.1% |
| 1Y | -16.4% | +361.7% | -378.1% | -32.2% |
| All | -16.4% | +372.5% | -388.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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