+260.9%
DXCM vs TD
+295.5%
-34.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.3% |
| 7D | -6.5% | -1.9% | -4.6% | -5.8% |
| 30D | -4.3% | -1.6% | -2.7% | -3.8% |
| 3M | +7.3% | +4.6% | +2.7% | +5.1% |
| 6M | +22.0% | +26.8% | -4.8% | +11.1% |
| YTD | +26.4% | +28.3% | -1.9% | +14.5% |
| 1Y | +7.0% | +60.4% | -53.5% | -11.0% |
| 3Y | -19.6% | +125.7% | -145.3% | -41.6% |
| 5Y | -39.3% | +122.4% | -161.6% | -55.5% |
| 10Y | +260.9% | +297.1% | -36.2% | +99.5% |
| All | +260.9% | +295.5% | -34.6% | +99.5% |
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