-79.9%
TTD vs IDXX
-26.5%
-53.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | -0.6% | -5.7% | +5.1% | +3.3% |
| 30D | +6.3% | -11.5% | +17.8% | +14.8% |
| 3M | -24.1% | -9.5% | -14.6% | -19.3% |
| 6M | -47.4% | -16.0% | -31.5% | -41.5% |
| YTD | -62.2% | -25.4% | -36.8% | -54.9% |
| 1Y | -68.3% | -21.8% | -46.5% | -64.2% |
| 3Y | -83.4% | +7.0% | -90.5% | -87.3% |
| All | -79.9% | -26.5% | -53.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling