+393.1%
DXCM vs TT
+748.9%
-355.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -9.2% | +3.5% | -12.7% | -10.3% |
| 30D | -6.5% | -11.0% | +4.5% | -2.9% |
| 3M | -10.3% | -12.0% | +1.7% | -6.7% |
| 6M | +35.4% | -10.4% | +45.8% | +38.7% |
| YTD | +21.1% | +9.9% | +11.1% | +13.7% |
| 1Y | +38.2% | +1.5% | +36.7% | +33.8% |
| 3Y | -14.6% | +93.7% | -108.3% | -39.3% |
| 5Y | -49.6% | +139.2% | -188.8% | -68.4% |
| 10Y | +393.1% | +741.5% | -348.4% | +90.9% |
| All | +393.1% | +748.9% | -355.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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