+376.4%
TTD vs IDXX
+351.2%
+25.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | -0.6% | -5.7% | +5.1% | +3.9% |
| 30D | +6.3% | -11.5% | +17.8% | +16.2% |
| 3M | -24.1% | -9.5% | -14.6% | -18.6% |
| 6M | -47.4% | -16.0% | -31.5% | -40.7% |
| YTD | -62.2% | -25.4% | -36.8% | -53.7% |
| 1Y | -68.3% | -21.8% | -46.5% | -63.6% |
| 3Y | -83.4% | +7.0% | -90.5% | -87.3% |
| 5Y | -80.3% | -26.0% | -54.3% | -78.6% |
| All | +376.4% | +351.2% | +25.2% | +53.8% |
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