-21.8%
DXCM vs TDG
+50.2%
-72.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -6.5% | -2.4% | -4.0% | -5.8% |
| 30D | -4.3% | -8.0% | +3.7% | -2.1% |
| 3M | +7.3% | -10.5% | +17.7% | +10.4% |
| 6M | +22.0% | -11.9% | +33.9% | +25.7% |
| YTD | +26.4% | -15.4% | +41.7% | +31.0% |
| 1Y | +7.0% | -14.2% | +21.2% | +10.4% |
| All | -21.8% | +50.2% | -72.0% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling