+13,606.1%
TSM vs IDXX
+9,783.5%
+3,822.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | +2.6% | -4.3% | +6.9% | +4.1% |
| 30D | +1.4% | -13.7% | +15.1% | +6.2% |
| 3M | +5.0% | -9.1% | +14.0% | +7.5% |
| 6M | +24.0% | -15.4% | +39.4% | +29.9% |
| YTD | +41.6% | -25.1% | +66.7% | +54.3% |
| 1Y | +66.2% | -20.6% | +86.8% | +76.5% |
| 3Y | +398.2% | +8.7% | +389.5% | +362.6% |
| 5Y | +277.6% | -25.7% | +303.3% | +287.5% |
| 10Y | +1,783.1% | +360.6% | +1,422.5% | +952.9% |
| All | +13,606.1% | +9,783.5% | +3,822.6% | +2,994.6% |
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