-19.0%
DXCM vs TE
-20.2%
+1.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.0% | -13.8% | -4.2% |
| 7D | -6.2% | +18.2% | -24.4% | -6.8% |
| 30D | -0.3% | -13.5% | +13.2% | +0.1% |
| 3M | +10.3% | -44.6% | +54.9% | +12.1% |
| 6M | +24.1% | -24.7% | +48.8% | +22.8% |
| YTD | +27.4% | -24.3% | +51.6% | +25.2% |
| 1Y | +8.4% | +155.6% | -147.2% | -1.9% |
| 3Y | -19.0% | -18.3% | -0.7% | -27.0% |
| All | -19.0% | -20.2% | +1.2% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling