+257.0%
DXCM vs TKO
+989.7%
-732.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -5.5% | +2.3% | -7.9% | -6.2% |
| 30D | -8.6% | -2.5% | -6.1% | -8.2% |
| 3M | +10.3% | -10.6% | +20.9% | +13.0% |
| 6M | +25.2% | -5.1% | +30.3% | +26.1% |
| YTD | +25.1% | -8.2% | +33.3% | +26.8% |
| 1Y | +9.2% | -4.4% | +13.7% | +9.4% |
| 3Y | -22.6% | +100.4% | -123.0% | -36.6% |
| 5Y | -39.5% | +294.3% | -333.8% | -59.2% |
| All | +257.0% | +989.7% | -732.7% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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