+41.4%
DXCM vs TE
-49.8%
+91.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -6.5% | +15.0% | -21.5% | -7.5% |
| 30D | -4.3% | -7.5% | +3.2% | -4.0% |
| 3M | +7.3% | -42.0% | +49.2% | +10.1% |
| 6M | +22.0% | -31.4% | +53.4% | +20.9% |
| YTD | +26.4% | -26.5% | +52.9% | +23.1% |
| 1Y | +7.0% | +153.1% | -146.1% | -10.5% |
| 3Y | -19.6% | -20.7% | +1.1% | -27.9% |
| 5Y | -39.3% | -45.4% | +6.2% | -46.1% |
| All | +41.4% | -49.8% | +91.2% | +19.9% |
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