+384.5%
DXCM vs TMF
-82.1%
+466.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.4% |
| 7D | +4.9% | -9.3% | +14.2% | +5.0% |
| 30D | -0.2% | +1.9% | -2.1% | -0.2% |
| 3M | -8.9% | -11.2% | +2.3% | -8.9% |
| 6M | +42.3% | -17.7% | +60.0% | +42.3% |
| YTD | +25.6% | -24.5% | +50.0% | +25.6% |
| 1Y | +39.5% | -29.4% | +69.0% | +39.6% |
| 3Y | -15.3% | -33.4% | +18.2% | -15.2% |
| 5Y | -48.4% | -88.7% | +40.3% | -50.2% |
| All | +384.5% | -82.1% | +466.6% | +420.3% |
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