-12.3%
DXCM vs TCOM
+31.7%
-44.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -4.4% | +7.4% | -11.8% | -5.5% |
| 30D | -3.6% | +13.2% | -16.8% | -5.5% |
| 3M | -4.3% | -4.6% | +0.2% | -3.9% |
| 6M | +33.8% | -16.4% | +50.2% | +36.7% |
| YTD | +22.1% | -38.8% | +60.9% | +29.9% |
| 1Y | +47.4% | -37.3% | +84.7% | +56.3% |
| 3Y | -12.3% | +31.4% | -43.7% | -18.9% |
| All | -12.3% | +31.7% | -44.0% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling