+2,894.9%
DXCM vs TD
+1,232.5%
+1,662.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.2% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +6.3% | +0.4% | +5.9% | +5.9% |
| 3M | +21.1% | +7.6% | +13.5% | +15.3% |
| 6M | +20.6% | +25.0% | -4.4% | +5.0% |
| YTD | +32.4% | +31.0% | +1.4% | +12.0% |
| 1Y | +8.8% | +65.2% | -56.3% | -20.0% |
| 3Y | -13.7% | +122.5% | -136.2% | -48.0% |
| 5Y | -35.2% | +124.8% | -160.0% | -61.7% |
| 10Y | +281.8% | +298.2% | -16.4% | +42.4% |
| All | +2,894.9% | +1,232.5% | +1,662.4% | +424.4% |
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