-11.2%
TTMI vs IDXX
-7.4%
-3.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -16.1% |
| 7D | -29.0% | +16.4% | -45.4% | -25.3% |
| 30D | -53.1% | +30.1% | -83.2% | -49.7% |
| 3M | -52.6% | +14.7% | -67.3% | -49.2% |
| 6M | -61.0% | +19.1% | -80.1% | -58.1% |
| YTD | -9.8% | -0.9% | -9.0% | +2.3% |
| 1Y | -11.2% | -6.9% | -4.3% | +6.9% |
| All | -11.2% | -7.4% | -3.8% | +6.9% |
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