-50.1%
DXCM vs TMF
-88.0%
+37.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -3.5% | +1.2% | -4.7% | -3.5% |
| 30D | -5.8% | +19.7% | -25.5% | -6.4% |
| 3M | -4.3% | -2.1% | -2.2% | -4.3% |
| 6M | +31.6% | -13.4% | +45.0% | +32.1% |
| YTD | +19.6% | -16.7% | +36.4% | +20.3% |
| 1Y | +36.9% | -23.3% | +60.2% | +37.9% |
| 3Y | -16.3% | -24.8% | +8.6% | -16.2% |
| All | -50.1% | -88.0% | +37.8% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling