+50.7%
TOST vs IDXX
+7.6%
+43.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -5.4% | -5.7% | +0.3% | -3.1% |
| 30D | -5.7% | -11.5% | +5.9% | -0.9% |
| 3M | +30.1% | -9.5% | +39.6% | +35.4% |
| 6M | +11.9% | -16.0% | +27.9% | +19.9% |
| YTD | -9.5% | -25.4% | +15.9% | +1.2% |
| 1Y | -21.3% | -21.8% | +0.5% | -13.9% |
| 3Y | +50.7% | +7.0% | +43.6% | +32.0% |
| All | +50.7% | +7.6% | +43.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling