-15.4%
IDXX vs TLN
-7.5%
-7.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.6% |
| 7D | -4.3% | +2.0% | -6.3% | -4.4% |
| 30D | -13.7% | -12.9% | -0.7% | -13.2% |
| 3M | -9.1% | -7.4% | -1.6% | -9.8% |
| 6M | -15.4% | -6.0% | -9.4% | -15.8% |
| All | -15.4% | -7.5% | -7.9% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling