+263.3%
DXCM vs TNA
+84.1%
+179.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.5% |
| 7D | -5.8% | -7.6% | +1.8% | -3.9% |
| 30D | -5.6% | -13.6% | +8.0% | -2.2% |
| 3M | +13.0% | +2.8% | +10.2% | +11.3% |
| 6M | +24.7% | +34.5% | -9.8% | +13.0% |
| YTD | +27.3% | +41.0% | -13.7% | +13.4% |
| 1Y | +11.2% | +52.0% | -40.8% | -4.2% |
| 3Y | -19.0% | +103.5% | -122.5% | -42.4% |
| 5Y | -38.5% | -22.5% | -15.9% | -47.8% |
| All | +263.3% | +84.1% | +179.2% | +73.1% |
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