+18,161.4%
DXCM vs TNA
+836.4%
+17,325.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.3% |
| 7D | -9.2% | -2.1% | -7.0% | -8.9% |
| 30D | -6.5% | +3.1% | -9.6% | -7.9% |
| 3M | -10.3% | -20.2% | +9.9% | -4.7% |
| 6M | +35.4% | -10.0% | +45.4% | +36.4% |
| YTD | +21.1% | +30.3% | -9.3% | +7.0% |
| 1Y | +38.2% | +31.1% | +7.1% | +21.2% |
| 3Y | -14.6% | +149.4% | -163.9% | -47.3% |
| 5Y | -49.6% | -42.5% | -7.1% | -54.7% |
| 10Y | +393.1% | +46.7% | +346.4% | +123.7% |
| All | +18,161.4% | +836.4% | +17,325.0% | +2,388.5% |
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