+172.6%
TTMI vs IDXX
-16.0%
+188.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.7% | +8.8% |
| 7D | +5.9% | -3.5% | +9.4% | +6.1% |
| 30D | -4.3% | -8.4% | +4.1% | -3.6% |
| 3M | -32.0% | -5.2% | -26.9% | -31.9% |
| 6M | +19.5% | -17.5% | +36.9% | +25.3% |
| YTD | +82.0% | -20.9% | +102.9% | +92.7% |
| 1Y | +172.6% | -16.4% | +189.0% | +186.8% |
| All | +172.6% | -16.0% | +188.7% | +186.8% |
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 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