+2,894.9%
DXCM vs TDY
+1,892.3%
+1,002.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -3.2% | -1.8% | -1.4% | -2.3% |
| 30D | +6.3% | -10.7% | +17.0% | +12.7% |
| 3M | +21.1% | -1.3% | +22.4% | +21.2% |
| 6M | +20.6% | -10.6% | +31.1% | +26.8% |
| YTD | +32.4% | +19.6% | +12.9% | +18.7% |
| 1Y | +8.8% | +11.6% | -2.8% | +0.5% |
| 3Y | -13.7% | +45.2% | -58.9% | -32.5% |
| 5Y | -35.2% | +36.1% | -71.2% | -47.3% |
| 10Y | +281.8% | +458.8% | -177.0% | +33.1% |
| All | +2,894.9% | +1,892.3% | +1,002.6% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling