+34,415.0%
TJX vs IDXX
+53,734.7%
-19,319.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -3.6% |
| 30D | -17.2% | -11.5% | -5.6% | -15.5% |
| 3M | -24.9% | -9.5% | -15.4% | -23.7% |
| 6M | -19.7% | -16.0% | -3.7% | -17.5% |
| YTD | -17.2% | -25.4% | +8.2% | -13.4% |
| 1Y | -9.4% | -21.8% | +12.3% | -6.4% |
| 3Y | +43.1% | +7.0% | +36.0% | +37.9% |
| 5Y | +96.7% | -26.0% | +122.7% | +98.5% |
| 10Y | +287.7% | +358.9% | -71.2% | +191.8% |
| All | +34,415.0% | +53,734.7% | -19,319.7% | +13,192.8% |
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