+53,483.3%
IDXX vs TXT
+1,502.1%
+51,981.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -13.7% | -10.2% | -3.4% | -11.6% |
| 3M | -9.1% | -13.3% | +4.2% | -6.3% |
| 6M | -15.4% | -14.4% | -1.1% | -12.8% |
| YTD | -25.1% | -9.1% | -16.0% | -23.9% |
| 1Y | -20.6% | -2.2% | -18.4% | -20.7% |
| 3Y | +8.7% | +5.1% | +3.7% | +6.2% |
| 5Y | -25.7% | +12.8% | -38.5% | -28.8% |
| 10Y | +360.6% | +101.4% | +259.2% | +269.4% |
| All | +53,483.3% | +1,502.1% | +51,981.3% | +22,042.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling