+411.2%
DXCM vs TT
+744.7%
-333.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.7% | +0.8% | -4.5% | -4.0% |
| 30D | -5.0% | -11.8% | +6.8% | -1.1% |
| 3M | -8.8% | -11.6% | +2.7% | -5.4% |
| 6M | +31.9% | -9.3% | +41.2% | +34.3% |
| YTD | +20.4% | +8.9% | +11.5% | +13.4% |
| 1Y | +45.7% | -2.2% | +48.0% | +43.0% |
| 3Y | -15.0% | +91.9% | -106.9% | -39.5% |
| 5Y | -48.5% | +136.0% | -184.5% | -67.6% |
| 10Y | +411.2% | +734.7% | -323.5% | +98.7% |
| All | +411.2% | +744.7% | -333.4% | +98.7% |
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