-31.5%
DXCM vs TEM
+90.1%
-121.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.0% | -14.0% | -6.7% |
| 7D | -3.5% | +5.3% | -8.8% | -4.0% |
| 30D | -5.8% | +8.1% | -13.9% | -6.7% |
| 3M | -4.3% | +64.9% | -69.2% | -9.5% |
| 6M | +31.6% | +42.1% | -10.6% | +25.4% |
| YTD | +19.6% | +28.8% | -9.1% | +14.5% |
| 1Y | +36.9% | +5.5% | +31.4% | +33.2% |
| All | -31.5% | +90.1% | -121.6% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling