+411.2%
DXCM vs TD
+303.3%
+108.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.3% |
| 30D | -5.0% | +7.6% | -12.6% | -7.5% |
| 3M | -8.8% | +3.0% | -11.8% | -10.0% |
| 6M | +31.9% | +16.8% | +15.0% | +23.8% |
| YTD | +20.4% | +34.3% | -13.9% | +7.2% |
| 1Y | +45.7% | +56.0% | -10.2% | +22.7% |
| 3Y | -15.0% | +132.4% | -147.4% | -38.8% |
| 5Y | -48.5% | +103.7% | -152.1% | -61.2% |
| 10Y | +411.2% | +299.2% | +112.1% | +169.8% |
| All | +411.2% | +303.3% | +108.0% | +169.8% |
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