+7.0%
IDXX vs TLN
+471.2%
-464.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -5.7% | -1.3% | -4.4% | -5.6% |
| 30D | -11.5% | -14.3% | +2.8% | -10.4% |
| 3M | -9.5% | -9.3% | -0.2% | -9.2% |
| 6M | -16.0% | -1.1% | -14.9% | -16.6% |
| YTD | -25.4% | -16.6% | -8.8% | -25.0% |
| 1Y | -21.8% | -22.0% | +0.2% | -21.0% |
| 3Y | +7.0% | +470.2% | -463.1% | -1.7% |
| All | +7.0% | +471.2% | -464.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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