+36.5%
DXCM vs TMF
-29.9%
+66.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.8% |
| 7D | -3.6% | -8.2% | +4.5% | -2.7% |
| 30D | -4.3% | +5.3% | -9.7% | -4.7% |
| 3M | -10.4% | -8.5% | -1.9% | -9.5% |
| 6M | +33.1% | -17.2% | +50.3% | +36.2% |
| YTD | +22.6% | -23.4% | +46.0% | +27.2% |
| 1Y | +36.5% | -30.2% | +66.8% | +46.8% |
| All | +36.5% | -29.9% | +66.4% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling