-24.2%
DXCM vs TEM
+61.6%
-85.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | +6.3% | +38.4% | -32.0% | +2.8% |
| 3M | +21.1% | +23.7% | -2.6% | +17.7% |
| 6M | +20.6% | +26.0% | -5.4% | +16.4% |
| YTD | +32.4% | +9.4% | +23.0% | +29.3% |
| 1Y | +8.8% | -17.3% | +26.1% | +8.2% |
| All | -24.2% | +61.6% | -85.7% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling