+16.0%
TFC vs IDXX
-20.8%
+36.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.4% | -5.7% | +3.3% | -1.4% |
| 30D | -3.4% | -11.5% | +8.2% | -1.2% |
| 3M | +0.4% | -9.5% | +10.0% | +2.1% |
| 6M | +12.7% | -16.0% | +28.6% | +15.8% |
| YTD | +5.6% | -25.4% | +31.0% | +10.1% |
| 1Y | +16.0% | -21.8% | +37.8% | +20.7% |
| All | +16.0% | -20.8% | +36.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling