+1,590.4%
DXCM vs TDG
+13,257.8%
-11,667.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -3.2% | -2.0% | -1.2% | -2.3% |
| 30D | +6.3% | -7.4% | +13.7% | +10.0% |
| 3M | +21.1% | -5.4% | +26.5% | +23.7% |
| 6M | +20.6% | -11.6% | +32.2% | +26.7% |
| YTD | +32.4% | -12.6% | +45.1% | +39.3% |
| 1Y | +8.8% | -9.3% | +18.2% | +12.2% |
| 3Y | -13.7% | +49.2% | -62.9% | -32.0% |
| 5Y | -35.2% | +132.1% | -167.3% | -59.2% |
| 10Y | +281.8% | +544.8% | -263.0% | +18.4% |
| All | +1,590.4% | +13,257.8% | -11,667.4% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling