-72.0%
TTD vs IDXX
-2.6%
-69.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.1% | +1.7% |
| 7D | +3.7% | +24.1% | -20.4% | -3.1% |
| 30D | +10.4% | +32.5% | -22.1% | +0.6% |
| 3M | -31.6% | +18.8% | -50.4% | -34.9% |
| 6M | -45.1% | +24.0% | -69.2% | -48.8% |
| YTD | -65.1% | +3.3% | -68.4% | -66.6% |
| 1Y | -72.0% | -3.3% | -68.7% | -72.5% |
| All | -72.0% | -2.6% | -69.4% | -72.5% |
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