+124.3%
TDG vs IDXX
-26.5%
+150.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.9% | -5.7% | +3.9% | -0.1% |
| 30D | -7.7% | -11.5% | +3.8% | -4.2% |
| 3M | -9.3% | -9.5% | +0.2% | -6.7% |
| 6M | -9.4% | -16.0% | +6.6% | -4.7% |
| YTD | -14.3% | -25.4% | +11.1% | -6.9% |
| 1Y | -11.8% | -21.8% | +9.9% | -6.2% |
| 3Y | +52.0% | +7.0% | +44.9% | +40.7% |
| All | +124.3% | -26.5% | +150.8% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 5y: compounded portfolio wealth divided by compounded IDXX 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…
5y analysis · Full analysis span regression · 6 months rolling