-2.4%
TJX vs IDXX
-7.4%
+5.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.6% |
| 7D | -2.0% | +16.4% | -18.4% | -4.1% |
| 30D | +1.1% | +30.1% | -29.0% | -3.3% |
| 3M | -13.1% | +14.7% | -27.8% | -14.7% |
| 6M | -10.0% | +19.1% | -29.1% | -12.7% |
| YTD | -8.9% | -0.9% | -8.1% | -10.5% |
| 1Y | -2.4% | -6.9% | +4.5% | -3.2% |
| All | -2.4% | -7.4% | +5.0% | -3.2% |
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