+36.5%
DXCM vs TPR
+29.9%
+6.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -4.3% | +15.1% | -19.4% | -6.8% |
| 3M | -10.4% | -13.4% | +3.0% | -9.0% |
| 6M | +33.1% | +1.4% | +31.8% | +29.9% |
| YTD | +22.6% | +4.8% | +17.9% | +20.9% |
| 1Y | +36.5% | +29.2% | +7.3% | +29.3% |
| All | +36.5% | +29.9% | +6.6% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling