+384.5%
DXCM vs TNA
+33.3%
+351.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +4.9% | +3.7% | +1.2% | +3.8% |
| 30D | -0.2% | +4.4% | -4.6% | -1.7% |
| 3M | -8.9% | -26.7% | +17.8% | -2.3% |
| 6M | +42.3% | -12.8% | +55.1% | +44.3% |
| YTD | +25.6% | +22.7% | +2.9% | +15.2% |
| 1Y | +39.5% | +35.7% | +3.9% | +24.4% |
| 3Y | -15.3% | +134.6% | -149.8% | -42.1% |
| 5Y | -48.4% | -46.0% | -2.5% | -52.2% |
| All | +384.5% | +33.3% | +351.2% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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