+384.5%
DXCM vs TTMI
+394.2%
-9.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.9% |
| 7D | +4.9% | +11.4% | -6.4% | +2.7% |
| 30D | -0.2% | -28.3% | +28.1% | +3.8% |
| 3M | -8.9% | -46.7% | +37.7% | -1.0% |
| 6M | +42.3% | -56.1% | +98.4% | +56.4% |
| YTD | +25.6% | +7.4% | +18.2% | +6.5% |
| 1Y | +39.5% | +17.4% | +22.1% | +14.4% |
| 3Y | -15.3% | +429.1% | -444.4% | -58.7% |
| 5Y | -48.4% | +418.8% | -467.2% | -75.8% |
| All | +384.5% | +394.2% | -9.6% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling