+373.3%
DXCM vs TMF
-81.8%
+455.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.3% |
| 7D | -3.6% | -8.2% | +4.5% | -3.6% |
| 30D | -4.3% | +5.3% | -9.7% | -4.3% |
| 3M | -10.4% | -8.5% | -1.9% | -10.3% |
| 6M | +33.1% | -17.2% | +50.3% | +33.2% |
| YTD | +22.6% | -23.4% | +46.0% | +22.7% |
| 1Y | +36.5% | -30.2% | +66.8% | +36.6% |
| 3Y | -13.5% | -32.9% | +19.5% | -13.4% |
| 5Y | -49.6% | -88.5% | +38.9% | -51.4% |
| All | +373.3% | -81.8% | +455.1% | +408.2% |
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