+2,894.9%
DXCM vs TKO
+3,461.4%
-566.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -3.2% | +0.7% | -4.0% | -3.5% |
| 30D | +6.3% | +1.6% | +4.7% | +5.6% |
| 3M | +21.1% | -7.8% | +28.9% | +23.6% |
| 6M | +20.6% | -13.3% | +33.9% | +25.2% |
| YTD | +32.4% | -10.3% | +42.7% | +35.7% |
| 1Y | +8.8% | -0.6% | +9.5% | +7.6% |
| 3Y | -13.7% | +88.5% | -102.2% | -32.0% |
| 5Y | -35.2% | +284.7% | -319.9% | -60.3% |
| 10Y | +281.8% | +905.7% | -623.9% | +49.0% |
| All | +2,894.9% | +3,461.4% | -566.5% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling