+260.9%
DXCM vs TTMI
+1,044.1%
-783.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | 0.0% |
| 7D | -6.5% | +7.5% | -14.0% | -7.9% |
| 30D | -4.3% | -4.5% | +0.2% | -4.0% |
| 3M | +7.3% | -28.5% | +35.8% | +11.7% |
| 6M | +22.0% | +28.4% | -6.3% | +8.1% |
| YTD | +26.4% | +80.1% | -53.7% | +0.9% |
| 1Y | +7.0% | +161.0% | -154.0% | -25.0% |
| 3Y | -19.6% | +862.4% | -882.0% | -63.6% |
| 5Y | -39.3% | +812.9% | -852.2% | -73.1% |
| 10Y | +260.9% | +1,094.7% | -833.8% | +49.1% |
| All | +260.9% | +1,044.1% | -783.2% | +49.1% |
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