+257.0%
DXCM vs TDG
+547.7%
-290.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.2% |
| 7D | -5.5% | -1.9% | -3.7% | -4.9% |
| 30D | -8.6% | -7.7% | -0.9% | -6.1% |
| 3M | +10.3% | -9.3% | +19.7% | +13.8% |
| 6M | +25.2% | -9.4% | +34.6% | +28.9% |
| YTD | +25.1% | -14.3% | +39.4% | +30.8% |
| 1Y | +9.2% | -11.8% | +21.1% | +13.0% |
| 3Y | -22.6% | +52.0% | -74.6% | -35.3% |
| 5Y | -39.5% | +128.8% | -168.4% | -56.5% |
| All | +257.0% | +547.7% | -290.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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