-40.9%
TSCO vs IDXX
-16.0%
-24.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.9% |
| 7D | +0.8% | -3.5% | +4.3% | +1.5% |
| 30D | +5.5% | -8.4% | +13.9% | +7.1% |
| 3M | +20.0% | -5.2% | +25.2% | +20.9% |
| 6M | -29.8% | -17.5% | -12.3% | -28.8% |
| YTD | -28.7% | -20.9% | -7.8% | -27.6% |
| 1Y | -40.9% | -16.4% | -24.5% | -39.4% |
| All | -40.9% | -16.0% | -24.9% | -39.4% |
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