-50.1%
DXCM vs TD
+101.6%
-151.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.7% |
| 7D | -3.5% | -1.7% | -1.8% | -2.7% |
| 30D | -5.8% | +8.2% | -14.0% | -9.0% |
| 3M | -4.3% | +1.7% | -6.1% | -5.2% |
| 6M | +31.6% | +14.2% | +17.3% | +22.8% |
| YTD | +19.6% | +32.8% | -13.1% | +4.0% |
| 1Y | +36.9% | +55.5% | -18.6% | +10.5% |
| 3Y | -16.3% | +129.6% | -145.9% | -44.2% |
| All | -50.1% | +101.6% | -151.8% | -63.8% |
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 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