+352.1%
IDXX vs TMF
-86.4%
+438.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -5.1% | -0.6% | -5.5% |
| 30D | -11.5% | -4.6% | -7.0% | -11.4% |
| 3M | -9.5% | -16.6% | +7.0% | -8.9% |
| 6M | -16.0% | -19.9% | +3.9% | -15.3% |
| YTD | -25.4% | -20.2% | -5.2% | -24.8% |
| 1Y | -21.8% | -27.7% | +6.0% | -20.9% |
| 3Y | +7.0% | -43.9% | +51.0% | +8.0% |
| 5Y | -26.0% | -88.4% | +62.5% | -29.7% |
| All | +352.1% | -86.4% | +438.5% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling