-27.7%
DXCM vs TEM
+53.2%
-80.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | -6.5% | -1.1% | -5.4% | -6.4% |
| 30D | -4.3% | +11.3% | -15.6% | -5.6% |
| 3M | +7.3% | +25.5% | -18.2% | +4.1% |
| 6M | +22.0% | +17.1% | +4.9% | +18.6% |
| YTD | +26.4% | +3.8% | +22.6% | +24.0% |
| 1Y | +7.0% | -24.4% | +31.3% | +7.2% |
| All | -27.7% | +53.2% | -80.9% | -34.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling