+44.6%
DXCM vs TTMI
+9.6%
+35.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -10.1% | +16.7% | +6.4% |
| 7D | +12.5% | -19.2% | +31.7% | +12.2% |
| 30D | +1.8% | -44.9% | +46.7% | +1.3% |
| 3M | +1.8% | -44.7% | +46.5% | +1.3% |
| 6M | +47.4% | -53.4% | +100.8% | +45.9% |
| YTD | +33.3% | +6.3% | +27.0% | +24.4% |
| 1Y | +44.6% | +10.7% | +33.9% | +35.7% |
| All | +44.6% | +9.6% | +35.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling