+423.1%
DXCM vs TFC
+90.1%
+333.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | -3.6% | +9.2% | -12.8% | -5.8% |
| 3M | -4.3% | -2.9% | -1.4% | -3.6% |
| 6M | +33.8% | +3.5% | +30.3% | +32.2% |
| YTD | +22.1% | +5.4% | +16.7% | +20.0% |
| 1Y | +47.4% | +17.3% | +30.1% | +40.7% |
| 3Y | -12.3% | +96.7% | -108.9% | -27.1% |
| 5Y | -49.1% | -1.1% | -48.0% | -50.8% |
| 10Y | +423.1% | +84.7% | +338.4% | +282.8% |
| All | +423.1% | +90.1% | +333.0% | +282.8% |
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