+423.1%
DXCM vs TMF
-83.0%
+506.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -4.4% | +0.6% | -5.0% | -4.4% |
| 30D | -3.6% | +16.3% | -19.9% | -3.6% |
| 3M | -4.3% | -2.7% | -1.7% | -4.3% |
| 6M | +33.8% | -13.2% | +46.9% | +33.8% |
| YTD | +22.1% | -16.7% | +38.8% | +22.2% |
| 1Y | +47.4% | -22.7% | +70.1% | +47.4% |
| 3Y | -12.3% | -26.1% | +13.8% | -12.2% |
| 5Y | -49.1% | -88.4% | +39.3% | -51.2% |
| 10Y | +423.1% | -81.8% | +504.9% | +460.8% |
| All | +423.1% | -83.0% | +506.1% | +460.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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