+48.2%
DXCM vs TE
-53.0%
+101.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -3.2% | -4.0% | +0.8% | -3.0% |
| 30D | +6.3% | -15.9% | +22.2% | +7.4% |
| 3M | +21.1% | -60.5% | +81.6% | +28.0% |
| 6M | +20.6% | -35.2% | +55.8% | +20.0% |
| YTD | +32.4% | -31.1% | +63.6% | +29.7% |
| 1Y | +8.8% | +148.6% | -139.8% | -8.9% |
| 3Y | -13.7% | -26.4% | +12.7% | -22.1% |
| 5Y | -35.2% | -48.0% | +12.8% | -42.2% |
| All | +48.2% | -53.0% | +101.1% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling