+384.5%
DXCM vs TT
+725.1%
-340.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +4.9% | +4.0% | +0.9% | +3.5% |
| 30D | -0.2% | -11.3% | +11.1% | +3.7% |
| 3M | -8.9% | -12.3% | +3.4% | -5.2% |
| 6M | +42.3% | -10.8% | +53.1% | +45.9% |
| YTD | +25.6% | +8.2% | +17.4% | +18.5% |
| 1Y | +39.5% | +1.5% | +38.1% | +35.0% |
| 3Y | -15.3% | +91.5% | -106.7% | -39.7% |
| 5Y | -48.4% | +130.2% | -178.7% | -67.3% |
| All | +384.5% | +725.1% | -340.5% | +83.1% |
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