-21.8%
DXCM vs TDY
+44.8%
-66.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.3% |
| 7D | -6.5% | -1.8% | -4.6% | -6.0% |
| 30D | -4.3% | -13.8% | +9.5% | -0.2% |
| 3M | +7.3% | -3.9% | +11.2% | +8.1% |
| 6M | +22.0% | -9.0% | +31.0% | +24.8% |
| YTD | +26.4% | +16.5% | +9.8% | +20.3% |
| 1Y | +7.0% | +9.3% | -2.3% | +3.5% |
| All | -21.8% | +44.8% | -66.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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