+40.9%
TTWO vs IDXX
-26.5%
+67.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | -5.7% | +6.1% | +2.0% |
| 30D | -11.3% | -11.5% | +0.2% | -8.3% |
| 3M | +1.6% | -9.5% | +11.1% | +4.2% |
| 6M | +2.1% | -16.0% | +18.0% | +6.6% |
| YTD | -15.8% | -25.4% | +9.6% | -9.2% |
| 1Y | -12.6% | -21.8% | +9.2% | -7.5% |
| 3Y | +48.2% | +7.0% | +41.2% | +36.2% |
| All | +40.9% | -26.5% | +67.4% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling