+44.6%
DXCM vs TEM
-11.1%
+55.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.8% | +9.5% | +6.9% |
| 7D | +12.5% | -1.3% | +13.8% | +12.6% |
| 30D | +1.8% | -9.5% | +11.3% | +2.6% |
| 3M | +1.8% | +60.7% | -58.9% | -4.9% |
| 6M | +47.4% | +35.5% | +11.9% | +39.4% |
| YTD | +33.3% | +28.0% | +5.3% | +27.6% |
| 1Y | +44.6% | -10.5% | +55.1% | +51.2% |
| All | +44.6% | -11.1% | +55.7% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling