+404.5%
TSM vs IDXX
+7.6%
+397.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.0% | -5.7% | +6.7% | +2.7% |
| 30D | +1.0% | -11.5% | +12.5% | +4.5% |
| 3M | +2.9% | -9.5% | +12.4% | +5.2% |
| 6M | +22.8% | -16.0% | +38.8% | +28.5% |
| YTD | +43.3% | -25.4% | +68.7% | +55.4% |
| 1Y | +69.2% | -21.8% | +91.0% | +79.8% |
| 3Y | +404.5% | +7.0% | +397.5% | +361.3% |
| All | +404.5% | +7.6% | +397.0% | +361.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling