+423.1%
DXCM vs TPR
+403.1%
+20.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.6% |
| 7D | -4.4% | +12.7% | -17.0% | -6.8% |
| 30D | -3.6% | +17.1% | -20.7% | -6.8% |
| 3M | -4.3% | -15.9% | +11.5% | -1.5% |
| 6M | +33.8% | +2.6% | +31.1% | +31.8% |
| YTD | +22.1% | +7.5% | +14.7% | +18.6% |
| 1Y | +47.4% | +32.9% | +14.5% | +36.6% |
| 3Y | -12.3% | +413.8% | -426.1% | -40.3% |
| 5Y | -49.1% | +263.9% | -313.0% | -63.7% |
| 10Y | +423.1% | +389.7% | +33.4% | +223.2% |
| All | +423.1% | +403.1% | +20.0% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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