+5,401.7%
TTWO vs IDXX
+15,281.3%
-9,879.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 1Y | -12.6% | -21.8% | +9.2% | -7.5% |
| 3Y | +48.2% | +7.0% | +41.2% | +39.0% |
| 5Y | +40.0% | -26.0% | +65.9% | +42.5% |
| 10Y | +404.1% | +358.9% | +45.2% | +213.3% |
| All | +5,401.7% | +15,281.3% | -9,879.6% | +1,800.7% |
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