+7,177.0%
TPR vs IDXX
+8,332.1%
-1,155.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -7.3% | -4.4% | -2.9% | -5.6% |
| 30D | -30.7% | -13.5% | -17.2% | -26.4% |
| 3M | -21.6% | -11.0% | -10.6% | -18.0% |
| 6M | -21.3% | -15.6% | -5.7% | -15.9% |
| YTD | -10.2% | -23.9% | +13.7% | -0.2% |
| 1Y | +9.5% | -21.4% | +30.9% | +19.0% |
| 3Y | +280.8% | +10.6% | +270.2% | +245.7% |
| 5Y | +218.7% | -23.9% | +242.6% | +228.9% |
| 10Y | +306.7% | +368.4% | -61.8% | +92.4% |
| All | +7,177.0% | +8,332.1% | -1,155.2% | +1,233.7% |
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