+7.4%
IDXX vs TMF
-44.0%
+51.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.2% |
| 7D | -4.3% | -4.8% | +0.5% | -3.6% |
| 30D | -13.7% | -4.9% | -8.8% | -13.0% |
| 3M | -9.1% | -13.4% | +4.4% | -7.2% |
| 6M | -15.4% | -23.0% | +7.6% | -12.3% |
| YTD | -25.1% | -20.2% | -4.9% | -22.8% |
| 1Y | -20.6% | -26.5% | +5.9% | -17.3% |
| All | +7.4% | -44.0% | +51.5% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling