+12,926.4%
TDG vs IDXX
+2,377.4%
+10,549.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.9% | -5.7% | +3.9% | +0.4% |
| 30D | -7.7% | -11.5% | +3.8% | -3.3% |
| 3M | -9.3% | -9.5% | +0.2% | -6.1% |
| 6M | -9.4% | -16.0% | +6.6% | -3.4% |
| YTD | -14.3% | -25.4% | +11.1% | -4.7% |
| 1Y | -11.8% | -21.8% | +9.9% | -4.7% |
| 3Y | +52.0% | +7.0% | +44.9% | +38.5% |
| 5Y | +128.8% | -26.0% | +154.8% | +134.4% |
| 10Y | +543.8% | +358.9% | +184.9% | +186.0% |
| All | +12,926.4% | +2,377.4% | +10,549.0% | +2,254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling