-30.5%
TSCO vs IDXX
-7.4%
-23.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | +8.8% | +16.4% | -7.7% | +4.3% |
| 30D | +13.4% | +30.1% | -16.8% | +5.5% |
| 3M | +10.3% | +14.7% | -4.4% | +6.0% |
| 6M | +13.7% | +19.1% | -5.4% | +7.7% |
| YTD | -25.4% | -0.9% | -24.5% | -28.0% |
| 1Y | -30.5% | -6.9% | -23.6% | -32.1% |
| All | -30.5% | -7.4% | -23.1% | -32.1% |
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 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