+7.0%
DXCM vs TCOM
-45.6%
+52.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.2% |
| 7D | -6.5% | -10.2% | +3.7% | -4.7% |
| 30D | -4.3% | -16.8% | +12.5% | -1.1% |
| 3M | +7.3% | -16.7% | +24.0% | +10.3% |
| 6M | +22.0% | -27.1% | +49.1% | +28.3% |
| YTD | +26.4% | -45.5% | +71.9% | +38.7% |
| 1Y | +7.0% | -45.9% | +52.9% | +17.3% |
| All | +7.0% | -45.6% | +52.6% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling