+7.0%
IDXX vs TXG
+43.8%
-36.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.9% |
| 7D | -5.7% | +9.5% | -15.2% | -7.2% |
| 30D | -11.5% | +18.8% | -30.3% | -14.3% |
| 3M | -9.5% | +136.1% | -145.6% | -23.4% |
| 6M | -16.0% | +235.2% | -251.2% | -33.8% |
| YTD | -25.4% | +320.5% | -345.9% | -44.0% |
| 1Y | -21.8% | +425.2% | -447.0% | -44.5% |
| 3Y | +7.0% | +42.9% | -35.9% | -6.2% |
| All | +7.0% | +43.8% | -36.7% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling