+35.4%
DXCM vs TT
-8.8%
+44.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.7% |
| 7D | -9.2% | +3.5% | -12.7% | -8.5% |
| 30D | -6.5% | -11.0% | +4.6% | -8.5% |
| 3M | -10.3% | -12.0% | +1.8% | -12.2% |
| 6M | +35.4% | -10.4% | +45.9% | +31.0% |
| All | +35.4% | -8.8% | +44.2% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling