-38.6%
DXCM vs TD
+123.5%
-162.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.4% |
| 7D | -6.2% | +0.9% | -7.1% | -6.6% |
| 30D | -0.3% | -0.7% | +0.4% | -0.1% |
| 3M | +10.3% | +6.3% | +4.1% | +6.8% |
| 6M | +24.1% | +27.9% | -3.8% | +10.2% |
| YTD | +27.4% | +29.8% | -2.4% | +12.3% |
| 1Y | +8.4% | +63.7% | -55.3% | -14.1% |
| 3Y | -19.0% | +128.3% | -147.3% | -45.4% |
| 5Y | -38.6% | +125.5% | -164.1% | -54.2% |
| All | -38.6% | +123.5% | -162.1% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling