+18,838.6%
DXCM vs TNA
+781.2%
+18,057.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +4.9% | +3.7% | +1.2% | +3.5% |
| 30D | -0.2% | +4.4% | -4.6% | -2.1% |
| 3M | -8.9% | -26.7% | +17.8% | -0.8% |
| 6M | +42.3% | -12.8% | +55.1% | +44.7% |
| YTD | +25.6% | +22.7% | +2.9% | +12.9% |
| 1Y | +39.5% | +35.7% | +3.9% | +21.1% |
| 3Y | -15.3% | +134.6% | -149.8% | -46.7% |
| 5Y | -48.4% | -46.0% | -2.5% | -52.8% |
| 10Y | +411.4% | +38.0% | +373.3% | +136.2% |
| All | +18,838.6% | +781.2% | +18,057.5% | +2,527.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling