-49.6%
DXCM vs TT
+137.2%
-186.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -9.2% | +3.5% | -12.7% | -10.4% |
| 30D | -6.5% | -11.0% | +4.5% | -2.6% |
| 3M | -10.3% | -12.0% | +1.7% | -6.3% |
| 6M | +35.4% | -10.4% | +45.8% | +38.9% |
| YTD | +21.1% | +9.9% | +11.1% | +11.7% |
| 1Y | +38.2% | +1.5% | +36.7% | +32.4% |
| 3Y | -14.6% | +93.7% | -108.3% | -48.7% |
| 5Y | -49.6% | +139.2% | -188.8% | -77.5% |
| All | -49.6% | +137.2% | -186.7% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling