+34.7%
DXCM vs TE
-78.8%
+113.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | -0.7% |
| 7D | -3.7% | -26.9% | +23.2% | -1.7% |
| 30D | -5.0% | -38.9% | +34.0% | -2.0% |
| 3M | -8.8% | -61.0% | +52.2% | -3.4% |
| 6M | +31.9% | -66.4% | +98.3% | +37.4% |
| YTD | +20.4% | -69.0% | +89.4% | +23.9% |
| 1Y | +45.7% | -54.0% | +99.7% | +43.3% |
| 3Y | -15.0% | +38.0% | -53.0% | -35.4% |
| 5Y | -48.5% | -81.0% | +32.5% | -50.7% |
| All | +34.7% | -78.8% | +113.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling