+2,605.6%
DXCM vs TT
+2,186.5%
+419.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -7.2% |
| 7D | -3.5% | -2.0% | -1.5% | -2.7% |
| 30D | -5.8% | -14.0% | +8.2% | +0.9% |
| 3M | -4.3% | -15.9% | +11.5% | +3.2% |
| 6M | +31.6% | -17.3% | +48.9% | +41.3% |
| YTD | +19.6% | +4.0% | +15.7% | +13.2% |
| 1Y | +36.9% | -7.1% | +44.0% | +36.9% |
| 3Y | -16.3% | +90.2% | -106.5% | -45.2% |
| 5Y | -50.0% | +131.1% | -181.1% | -70.9% |
| 10Y | +413.2% | +777.7% | -364.6% | +31.1% |
| All | +2,605.6% | +2,186.5% | +419.2% | +181.1% |
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