+352.1%
IDXX vs TXT
+107.7%
+244.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | -5.7% | +2.5% | -8.2% | -6.4% |
| 30D | -11.5% | -8.9% | -2.7% | -9.1% |
| 3M | -9.5% | -13.6% | +4.0% | -5.9% |
| 6M | -16.0% | -13.1% | -2.9% | -12.9% |
| YTD | -25.4% | -7.0% | -18.4% | -24.4% |
| 1Y | -21.8% | -1.4% | -20.4% | -22.2% |
| 3Y | +7.0% | +7.0% | +0.1% | +2.7% |
| 5Y | -26.0% | +15.4% | -41.4% | -31.0% |
| All | +352.1% | +107.7% | +244.3% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling