+2,564.3%
IDXX vs TMF
-69.4%
+2,633.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.1% |
| 7D | -4.4% | -0.9% | -3.5% | -4.5% |
| 30D | -13.5% | -1.0% | -12.6% | -13.6% |
| 3M | -11.0% | -11.3% | +0.3% | -11.5% |
| 6M | -15.6% | -22.7% | +7.1% | -16.7% |
| YTD | -23.9% | -17.3% | -6.5% | -24.5% |
| 1Y | -21.4% | -22.5% | +1.1% | -22.3% |
| 3Y | +10.6% | -43.2% | +53.8% | +7.8% |
| 5Y | -23.9% | -88.3% | +64.5% | -36.0% |
| 10Y | +368.4% | -86.0% | +454.5% | +327.5% |
| All | +2,564.3% | -69.4% | +2,633.7% | +2,854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling