+47.8%
DXCM vs TT
-2.5%
+50.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +2.2% |
| 7D | -4.4% | +1.7% | -6.1% | -4.3% |
| 30D | -3.6% | -11.8% | +8.2% | -3.7% |
| 3M | -4.3% | -12.6% | +8.3% | -4.3% |
| 6M | +33.8% | -9.4% | +43.1% | +32.3% |
| YTD | +22.1% | +8.8% | +13.3% | +20.5% |
| All | +47.8% | -2.5% | +50.4% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling