-53.1%
TE vs IDXX
+80.6%
-133.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +0.2% | -5.7% | +5.9% | +2.3% |
| 30D | -5.9% | -11.5% | +5.6% | -1.9% |
| 3M | -45.6% | -9.5% | -36.0% | -44.5% |
| 6M | -43.4% | -16.0% | -27.4% | -40.7% |
| YTD | -31.0% | -25.4% | -5.6% | -24.5% |
| 1Y | +145.2% | -21.8% | +167.0% | +157.8% |
| 3Y | -24.1% | +7.0% | -31.1% | -32.5% |
| 5Y | -48.1% | -26.0% | -22.2% | -54.2% |
| All | -53.1% | +80.6% | -133.6% | -59.8% |
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