-17.4%
TOST vs IDXX
-16.0%
-1.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -3.4% | -3.5% | +0.1% | -1.7% |
| 30D | -2.4% | -8.4% | +6.0% | +1.8% |
| 3M | +34.6% | -5.2% | +39.8% | +37.8% |
| 6M | +15.2% | -17.5% | +32.7% | +23.9% |
| YTD | -4.4% | -20.9% | +16.5% | +4.1% |
| 1Y | -17.4% | -16.4% | -1.0% | -10.7% |
| All | -17.4% | -16.0% | -1.4% | -10.7% |
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