+46,929.1%
TSCO vs IDXX
+13,586.8%
+33,342.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -5.7% | -5.7% | +0.1% | -4.7% |
| 30D | -8.8% | -11.5% | +2.8% | -6.7% |
| 3M | +6.3% | -9.5% | +15.9% | +8.1% |
| 6M | -32.3% | -16.0% | -16.3% | -30.2% |
| YTD | -32.7% | -25.4% | -7.3% | -29.3% |
| 1Y | -43.7% | -21.8% | -21.9% | -41.6% |
| 3Y | -19.7% | +7.0% | -26.7% | -22.3% |
| 5Y | -11.6% | -26.0% | +14.3% | -10.4% |
| 10Y | +184.1% | +358.9% | -174.9% | +112.9% |
| All | +46,929.1% | +13,586.8% | +33,342.4% | +15,613.4% |
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 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