+404.2%
DXCM vs TT
+764.8%
-360.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -6.8% |
| 7D | -3.5% | -2.0% | -1.5% | -2.9% |
| 30D | -5.8% | -14.0% | +8.2% | -1.1% |
| 3M | -4.3% | -15.9% | +11.5% | +1.0% |
| 6M | +31.6% | -17.3% | +48.9% | +38.6% |
| YTD | +19.6% | +4.0% | +15.7% | +14.6% |
| 1Y | +36.9% | -7.1% | +44.0% | +36.8% |
| 3Y | -16.3% | +90.2% | -106.5% | -40.3% |
| 5Y | -50.0% | +131.1% | -181.1% | -68.2% |
| All | +404.2% | +764.8% | -360.6% | +105.1% |
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