+1,124.0%
TTMI vs IDXX
+360.5%
+763.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | +0.7% | -5.7% | +6.4% | +2.6% |
| 30D | -8.4% | -11.5% | +3.1% | -4.9% |
| 3M | -32.5% | -9.5% | -22.9% | -31.1% |
| 6M | +32.5% | -16.0% | +48.4% | +38.4% |
| YTD | +83.2% | -25.4% | +108.6% | +98.9% |
| 1Y | +161.7% | -21.8% | +183.4% | +179.0% |
| 3Y | +890.1% | +7.0% | +883.1% | +813.1% |
| 5Y | +832.4% | -26.0% | +858.4% | +839.0% |
| All | +1,124.0% | +360.5% | +763.5% | +653.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling