+263.3%
DXCM vs TCOM
-10.5%
+273.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.0% |
| 7D | -5.8% | -6.5% | +0.7% | -4.6% |
| 30D | -5.6% | -16.2% | +10.6% | -2.4% |
| 3M | +13.0% | -19.3% | +32.4% | +17.4% |
| 6M | +24.7% | -27.2% | +51.9% | +32.0% |
| YTD | +27.3% | -46.2% | +73.5% | +42.1% |
| 1Y | +11.2% | -46.6% | +57.8% | +24.1% |
| 3Y | -19.0% | +8.4% | -27.4% | -24.2% |
| 5Y | -38.5% | +25.8% | -64.3% | -47.4% |
| All | +263.3% | -10.5% | +273.9% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling