+7.6%
IDXX vs TLN
+571.8%
-564.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.4% |
| 7D | -4.3% | +2.0% | -6.3% | -4.5% |
| 30D | -13.7% | -12.9% | -0.7% | -12.7% |
| 3M | -9.1% | -7.4% | -1.6% | -8.9% |
| 6M | -15.4% | -6.0% | -9.4% | -15.7% |
| YTD | -25.1% | -16.9% | -8.2% | -24.7% |
| 1Y | -20.6% | -22.6% | +2.0% | -19.7% |
| 3Y | +8.7% | +469.0% | -460.3% | -11.9% |
| All | +7.6% | +571.8% | -564.2% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling