+829.0%
TTMI vs IDXX
-26.5%
+855.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +99.2% |
| 1Y | +161.7% | -21.8% | +183.4% | +179.2% |
| 3Y | +890.1% | +7.0% | +883.1% | +802.7% |
| All | +829.0% | -26.5% | +855.6% | +693.0% |
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