+3,145.4%
TFC vs IDXX
+53,929.9%
-50,784.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.7% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | -2.8% | -13.7% | +10.8% | -0.4% |
| 3M | +2.1% | -9.1% | +11.2% | +3.7% |
| 6M | +10.1% | -15.4% | +25.5% | +13.0% |
| YTD | +5.4% | -25.1% | +30.6% | +10.5% |
| 1Y | +16.3% | -20.6% | +36.9% | +20.2% |
| 3Y | +95.9% | +8.7% | +87.1% | +88.8% |
| 5Y | +16.0% | -25.7% | +41.7% | +17.4% |
| 10Y | +97.9% | +360.6% | -262.7% | +46.9% |
| All | +3,145.4% | +53,929.9% | -50,784.5% | +1,571.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling