-48.1%
DXCM vs TFC
+1.3%
-49.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +4.9% | +2.3% | +2.7% | +4.2% |
| 30D | -0.2% | +10.8% | -11.0% | -3.4% |
| 3M | -8.9% | -3.8% | -5.1% | -7.8% |
| 6M | +42.3% | +9.6% | +32.7% | +37.6% |
| YTD | +25.6% | +5.8% | +19.8% | +22.7% |
| 1Y | +39.5% | +16.2% | +23.4% | +32.3% |
| 3Y | -15.3% | +96.0% | -111.3% | -31.5% |
| All | -48.1% | +1.3% | -49.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling