-38.6%
DXCM vs TCOM
+26.3%
-64.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.6% |
| 7D | -6.2% | -7.6% | +1.4% | -4.9% |
| 30D | -0.3% | -12.2% | +12.0% | +2.1% |
| 3M | +10.3% | -14.2% | +24.5% | +13.1% |
| 6M | +24.1% | -25.0% | +49.1% | +30.3% |
| YTD | +27.4% | -43.7% | +71.0% | +40.3% |
| 1Y | +8.4% | -44.5% | +52.9% | +19.5% |
| 3Y | -19.0% | +13.4% | -32.4% | -25.1% |
| 5Y | -38.6% | +26.5% | -65.1% | -47.1% |
| All | -38.6% | +26.3% | -64.9% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling