+2,894.9%
DXCM vs TAP
+76.1%
+2,818.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | -2.3% | -0.9% | -2.6% |
| 30D | +6.3% | -2.1% | +8.5% | +6.8% |
| 3M | +21.1% | +6.6% | +14.5% | +18.8% |
| 6M | +20.6% | -11.5% | +32.1% | +24.2% |
| YTD | +32.4% | -10.3% | +42.7% | +35.2% |
| 1Y | +8.8% | -14.4% | +23.2% | +12.1% |
| 3Y | -13.7% | -28.3% | +14.5% | -7.7% |
| 5Y | -35.2% | +1.7% | -36.9% | -38.6% |
| 10Y | +281.8% | -49.2% | +331.0% | +336.6% |
| All | +2,894.9% | +76.1% | +2,818.7% | +1,836.3% |
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