+181.2%
TSCO vs IDXX
+360.5%
-179.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -5.7% | -5.7% | +0.1% | -4.0% |
| 30D | -8.8% | -11.5% | +2.8% | -5.5% |
| 3M | +6.3% | -9.5% | +15.9% | +9.2% |
| 6M | -32.3% | -16.0% | -16.3% | -29.0% |
| YTD | -32.7% | -25.4% | -7.3% | -27.2% |
| 1Y | -43.7% | -21.8% | -21.9% | -40.3% |
| 3Y | -19.7% | +7.0% | -26.7% | -25.2% |
| 5Y | -11.6% | -26.0% | +14.3% | -11.4% |
| All | +181.2% | +360.5% | -179.2% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling