+7.0%
DXCM vs TEM
-24.0%
+31.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.5% |
| 3M | +7.3% | +25.5% | -18.2% | +3.7% |
| 6M | +22.0% | +17.1% | +4.9% | +18.2% |
| YTD | +26.4% | +3.8% | +22.6% | +24.1% |
| 1Y | +7.0% | -24.4% | +31.3% | +5.2% |
| All | +7.0% | -24.0% | +31.0% | +5.2% |
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