+76.5%
TNA vs IDXX
+360.5%
-284.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | -7.3% | -5.7% | -1.5% | -1.4% |
| 30D | -14.2% | -11.5% | -2.6% | -2.9% |
| 3M | -4.6% | -9.5% | +5.0% | +3.8% |
| 6M | +36.9% | -16.0% | +52.9% | +60.6% |
| YTD | +42.5% | -25.4% | +67.9% | +88.8% |
| 1Y | +45.8% | -21.8% | +67.5% | +80.0% |
| 3Y | +104.7% | +7.0% | +97.6% | +65.6% |
| 5Y | -21.7% | -26.0% | +4.3% | -0.4% |
| All | +76.5% | +360.5% | -284.0% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling