+423.1%
DXCM vs TT
+782.6%
-359.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +0.5% |
| 7D | -4.4% | +1.7% | -6.1% | -5.0% |
| 30D | -3.6% | -11.8% | +8.2% | +0.4% |
| 3M | -4.3% | -12.6% | +8.3% | -0.3% |
| 6M | +33.8% | -9.4% | +43.1% | +36.3% |
| YTD | +22.1% | +8.8% | +13.3% | +15.1% |
| 1Y | +47.4% | -2.5% | +49.9% | +44.8% |
| 3Y | -12.3% | +95.7% | -107.9% | -38.0% |
| 5Y | -49.1% | +135.7% | -184.8% | -67.9% |
| 10Y | +423.1% | +750.6% | -327.5% | +104.0% |
| All | +423.1% | +782.6% | -359.5% | +104.0% |
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