+36.9%
DXCM vs TT
-7.6%
+44.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -5.9% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | -5.8% | -14.0% | +8.2% | -6.0% |
| 3M | -4.3% | -15.9% | +11.5% | -4.4% |
| 6M | +31.6% | -17.3% | +48.9% | +31.0% |
| YTD | +19.6% | +4.0% | +15.7% | +17.6% |
| 1Y | +36.9% | -7.1% | +44.0% | +32.6% |
| All | +36.9% | -7.6% | +44.5% | +32.6% |
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