+2,605.6%
DXCM vs TD
+1,250.3%
+1,355.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.7% |
| 7D | -3.5% | -1.7% | -1.8% | -2.4% |
| 30D | -5.8% | +8.2% | -14.0% | -10.1% |
| 3M | -4.3% | +1.7% | -6.1% | -5.6% |
| 6M | +31.6% | +14.2% | +17.3% | +20.6% |
| YTD | +19.6% | +32.8% | -13.1% | +0.2% |
| 1Y | +36.9% | +55.5% | -18.6% | +4.3% |
| 3Y | -16.3% | +129.6% | -145.9% | -50.3% |
| 5Y | -50.0% | +102.2% | -152.2% | -68.4% |
| 10Y | +413.2% | +306.3% | +106.9% | +88.8% |
| All | +2,605.6% | +1,250.3% | +1,355.4% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling