+5,942.6%
TRV vs IDXX
+53,734.7%
-47,792.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.1% |
| 7D | +1.9% | -5.7% | +7.7% | +2.7% |
| 30D | +1.7% | -11.5% | +13.3% | +3.3% |
| 3M | +23.9% | -9.5% | +33.4% | +25.4% |
| 6M | +26.3% | -16.0% | +42.2% | +28.8% |
| YTD | +30.8% | -25.4% | +56.2% | +35.5% |
| 1Y | +36.3% | -21.8% | +58.1% | +39.9% |
| 3Y | +145.0% | +7.0% | +138.0% | +137.5% |
| 5Y | +163.9% | -26.0% | +189.8% | +164.3% |
| 10Y | +305.8% | +358.9% | -53.1% | +213.7% |
| All | +5,942.6% | +53,734.7% | -47,792.1% | +2,880.1% |
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