-46.7%
TOST vs IDXX
-22.4%
-24.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | 0.0% |
| 7D | -0.9% | -4.6% | +3.7% | +2.2% |
| 30D | -3.5% | -11.3% | +7.9% | +4.6% |
| 3M | +38.1% | -7.3% | +45.4% | +44.8% |
| 6M | +9.9% | -14.5% | +24.4% | +21.5% |
| YTD | -6.3% | -23.1% | +16.9% | +11.1% |
| 1Y | -18.3% | -20.3% | +2.0% | -7.0% |
| 3Y | +59.7% | +11.7% | +48.1% | +25.1% |
| All | -46.7% | -22.4% | -24.4% | -49.1% |
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