-25.8%
TE vs IDXX
-2.6%
-23.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.5% | -2.4% |
| 7D | +3.8% | +24.1% | -20.3% | +11.2% |
| 30D | -26.2% | +32.5% | -58.8% | -19.0% |
| 3M | -49.7% | +18.8% | -68.5% | -45.8% |
| 6M | -46.5% | +24.0% | -70.5% | -42.0% |
| YTD | -59.1% | +3.3% | -62.4% | -55.6% |
| 1Y | -25.8% | -3.3% | -22.6% | -18.3% |
| All | -25.8% | -2.6% | -23.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling