+404.2%
DXCM vs TAP
-49.3%
+453.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -5.4% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | -5.8% | +9.1% | -14.9% | -6.8% |
| 3M | -4.3% | -3.8% | -0.6% | -3.9% |
| 6M | +31.6% | -3.4% | +35.0% | +32.0% |
| YTD | +19.6% | -10.6% | +30.3% | +20.7% |
| 1Y | +36.9% | -4.4% | +41.3% | +36.8% |
| 3Y | -16.3% | -24.4% | +8.1% | -14.2% |
| 5Y | -50.0% | +2.1% | -52.1% | -50.3% |
| All | +404.2% | -49.3% | +453.5% | +477.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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