+384.5%
DXCM vs TD
+300.0%
+84.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +1.1% | +3.8% | +4.5% |
| 30D | -0.2% | +5.2% | -5.4% | -2.0% |
| 3M | -8.9% | +1.2% | -10.1% | -9.5% |
| 6M | +42.3% | +17.7% | +24.5% | +33.1% |
| YTD | +25.6% | +34.2% | -8.7% | +11.8% |
| 1Y | +39.5% | +55.4% | -15.9% | +17.6% |
| 3Y | -15.3% | +130.4% | -145.7% | -38.7% |
| 5Y | -48.4% | +101.8% | -150.3% | -61.0% |
| All | +384.5% | +300.0% | +84.5% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling