+270.1%
DXCM vs TFC
+105.4%
+164.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.2% | +2.4% | -5.6% | -3.9% |
| 30D | +6.3% | -1.3% | +7.6% | +6.7% |
| 3M | +21.1% | +6.1% | +15.0% | +18.9% |
| 6M | +20.6% | +7.3% | +13.2% | +18.0% |
| YTD | +32.4% | +8.2% | +24.2% | +29.2% |
| 1Y | +8.8% | +14.4% | -5.6% | +4.4% |
| 3Y | -13.7% | +93.7% | -107.5% | -28.5% |
| 5Y | -35.2% | +16.4% | -51.6% | -39.8% |
| All | +270.1% | +105.4% | +164.7% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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