+2,777.7%
DXCM vs TT
+2,133.4%
+644.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -2.4% |
| 7D | +5.7% | -9.0% | +14.6% | +10.5% |
| 30D | +1.3% | -17.6% | +18.9% | +10.9% |
| 3M | +2.2% | -18.7% | +20.8% | +12.2% |
| 6M | +42.0% | -17.4% | +59.4% | +52.7% |
| YTD | +27.3% | +1.5% | +25.7% | +21.9% |
| 1Y | +42.5% | -9.4% | +51.9% | +44.4% |
| 3Y | -13.3% | +85.1% | -98.4% | -42.4% |
| 5Y | -46.8% | +125.7% | -172.6% | -68.6% |
| 10Y | +445.8% | +757.3% | -311.6% | +41.2% |
| All | +2,777.7% | +2,133.4% | +644.3% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling