-12.3%
DXCM vs TMF
-29.8%
+17.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 3M | -4.3% | -2.7% | -1.7% | -4.3% |
| 6M | +33.8% | -13.2% | +46.9% | +34.4% |
| YTD | +22.1% | -16.7% | +38.8% | +22.8% |
| 1Y | +47.4% | -22.7% | +70.1% | +48.5% |
| 3Y | -12.3% | -26.1% | +13.8% | -13.3% |
| All | -12.3% | -29.8% | +17.5% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling