+2,605.6%
DXCM vs TAP
+75.4%
+2,530.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -4.7% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | -5.8% | +9.1% | -14.9% | -8.1% |
| 3M | -4.3% | -3.8% | -0.6% | -3.5% |
| 6M | +31.6% | -3.4% | +35.0% | +32.5% |
| YTD | +19.6% | -10.6% | +30.3% | +22.2% |
| 1Y | +36.9% | -4.4% | +41.3% | +36.7% |
| 3Y | -16.3% | -24.4% | +8.1% | -11.9% |
| 5Y | -50.0% | +2.1% | -52.1% | -52.7% |
| 10Y | +413.2% | -48.7% | +461.9% | +483.0% |
| All | +2,605.6% | +75.4% | +2,530.2% | +1,649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling