-27.1%
DXCM vs TEM
+60.7%
-87.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.8% |
| 7D | -6.2% | +3.2% | -9.5% | -6.5% |
| 30D | -0.3% | +23.5% | -23.8% | -2.5% |
| 3M | +10.3% | +32.3% | -22.0% | +6.6% |
| 6M | +24.1% | +23.0% | +1.1% | +20.1% |
| YTD | +27.4% | +8.9% | +18.5% | +24.4% |
| 1Y | +8.4% | -19.9% | +28.2% | +8.1% |
| All | -27.1% | +60.7% | -87.8% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling