+7,072.8%
DXCM vs TMF
-69.1%
+7,141.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.5% |
| 7D | +5.7% | +2.7% | +3.0% | +5.9% |
| 30D | +1.3% | +19.3% | -18.0% | +3.0% |
| 3M | +2.2% | -3.7% | +5.8% | +1.9% |
| 6M | +42.0% | -11.3% | +53.3% | +40.6% |
| YTD | +27.3% | -16.6% | +43.9% | +25.4% |
| 1Y | +42.5% | -21.1% | +63.6% | +39.6% |
| 3Y | -13.3% | -26.8% | +13.5% | -14.3% |
| 5Y | -46.8% | -88.0% | +41.2% | -57.3% |
| 10Y | +445.8% | -84.7% | +530.5% | +395.5% |
| All | +7,072.8% | -69.1% | +7,141.9% | +9,231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling