-19.0%
DXCM vs TNA
+117.1%
-136.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.6% |
| 7D | -6.2% | +4.1% | -10.3% | -6.9% |
| 30D | -0.3% | -7.6% | +7.4% | +1.1% |
| 3M | +10.3% | +8.1% | +2.2% | +8.2% |
| 6M | +24.1% | +49.0% | -24.9% | +13.4% |
| YTD | +27.4% | +51.7% | -24.4% | +15.7% |
| 1Y | +8.4% | +59.6% | -51.2% | -3.3% |
| 3Y | -19.0% | +118.9% | -137.9% | -37.0% |
| All | -19.0% | +117.1% | -136.1% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling