+47.8%
DXCM vs TEM
+11.3%
+36.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.0% | -8.9% | +1.0% |
| 7D | -4.4% | +7.6% | -11.9% | -5.1% |
| 30D | -3.6% | +19.0% | -22.7% | -5.6% |
| 3M | -4.3% | +62.2% | -66.6% | -10.1% |
| 6M | +33.8% | +69.4% | -35.6% | +23.0% |
| YTD | +22.1% | +43.0% | -20.8% | +16.2% |
| All | +47.8% | +11.3% | +36.5% | +47.9% |
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