-38.5%
DXCM vs TDY
+39.0%
-77.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | -5.5% | -1.1% | -4.4% | -5.0% |
| 30D | -8.6% | -12.0% | +3.5% | -2.0% |
| 3M | +10.3% | -3.2% | +13.5% | +11.6% |
| 6M | +25.2% | -7.9% | +33.1% | +29.8% |
| YTD | +25.1% | +18.2% | +6.9% | +11.2% |
| 1Y | +9.2% | +6.7% | +2.6% | +2.8% |
| 3Y | -22.6% | +47.5% | -70.2% | -43.3% |
| All | -38.5% | +39.0% | -77.6% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling