-23.0%
IDXX vs TMF
-88.5%
+65.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -5.1% | -0.6% | -5.1% |
| 30D | -11.5% | -4.6% | -7.0% | -11.0% |
| 3M | -9.5% | -16.6% | +7.0% | -7.5% |
| 6M | -16.0% | -19.9% | +3.9% | -13.7% |
| YTD | -25.4% | -20.2% | -5.2% | -23.4% |
| 1Y | -21.8% | -27.7% | +6.0% | -18.8% |
| 3Y | +7.0% | -43.9% | +51.0% | +11.6% |
| All | -23.0% | -88.5% | +65.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling