+86.2%
IDXX vs TXG
+27.0%
+59.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.1% |
| 7D | -5.7% | +9.5% | -15.2% | -7.7% |
| 30D | -11.5% | +18.8% | -30.3% | -15.2% |
| 3M | -9.5% | +136.1% | -145.6% | -27.2% |
| 6M | -16.0% | +235.2% | -251.2% | -38.4% |
| YTD | -25.4% | +320.5% | -345.9% | -48.7% |
| 1Y | -21.8% | +425.2% | -447.0% | -49.9% |
| 3Y | +7.0% | +42.9% | -35.9% | -12.6% |
| 5Y | -26.0% | -62.8% | +36.9% | -24.7% |
| All | +86.2% | +27.0% | +59.2% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling