+283.6%
TJX vs IDXX
+360.5%
-76.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -4.6% | -5.7% | +1.1% | -3.1% |
| 30D | -17.2% | -11.5% | -5.6% | -14.4% |
| 3M | -24.9% | -9.5% | -15.4% | -23.0% |
| 6M | -19.7% | -16.0% | -3.7% | -16.2% |
| YTD | -17.2% | -25.4% | +8.2% | -11.1% |
| 1Y | -9.4% | -21.8% | +12.3% | -4.6% |
| 3Y | +43.1% | +7.0% | +36.0% | +32.7% |
| 5Y | +96.7% | -26.0% | +122.7% | +98.6% |
| All | +283.6% | +360.5% | -76.9% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling