+404.2%
DXCM vs TPR
+383.4%
+20.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.8% |
| 7D | -3.5% | +14.2% | -17.7% | -6.2% |
| 30D | -5.8% | +17.1% | -22.9% | -8.9% |
| 3M | -4.3% | -17.7% | +13.4% | -1.1% |
| 6M | +31.6% | -10.2% | +41.7% | +33.0% |
| YTD | +19.6% | +4.9% | +14.7% | +16.7% |
| 1Y | +36.9% | +36.1% | +0.7% | +26.1% |
| 3Y | -16.3% | +416.5% | -432.7% | -43.1% |
| 5Y | -50.0% | +254.8% | -304.8% | -64.2% |
| All | +404.2% | +383.4% | +20.8% | +210.3% |
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