+411.2%
DXCM vs TMF
-82.2%
+493.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.4% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | -5.0% | +11.8% | -16.8% | -5.0% |
| 3M | -8.8% | -4.0% | -4.8% | -8.8% |
| 6M | +31.9% | -16.5% | +48.4% | +31.9% |
| YTD | +20.4% | -19.9% | +40.3% | +20.4% |
| 1Y | +45.7% | -25.6% | +71.3% | +45.8% |
| 3Y | -15.0% | -29.9% | +14.9% | -15.0% |
| 5Y | -48.5% | -88.2% | +39.8% | -50.4% |
| 10Y | +411.2% | -81.7% | +493.0% | +451.2% |
| All | +411.2% | -82.2% | +493.5% | +451.2% |
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