-36.3%
DXCM vs TT
+140.2%
-176.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +6.3% | -7.2% | +13.5% | +9.6% |
| 3M | +21.1% | -3.0% | +24.1% | +21.5% |
| 6M | +20.6% | +1.4% | +19.2% | +17.7% |
| YTD | +32.4% | +15.9% | +16.5% | +20.5% |
| 1Y | +8.8% | +9.4% | -0.6% | +1.0% |
| 3Y | -13.7% | +124.4% | -138.1% | -52.4% |
| All | -36.3% | +140.2% | -176.4% | -70.5% |
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