-30.1%
DXCM vs TEM
+111.1%
-141.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.0% | -8.9% | +1.1% |
| 7D | -4.4% | +7.6% | -11.9% | -5.1% |
| 30D | -3.6% | +19.0% | -22.7% | -5.4% |
| 3M | -4.3% | +62.2% | -66.6% | -9.3% |
| 6M | +33.8% | +69.4% | -35.6% | +25.5% |
| YTD | +22.1% | +43.0% | -20.8% | +15.8% |
| 1Y | +47.4% | +18.0% | +29.4% | +42.0% |
| All | -30.1% | +111.1% | -141.2% | -38.4% |
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