-14.1%
DXCM vs TTMI
+371.0%
-385.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.9% | -12.9% | -6.3% |
| 7D | -3.5% | -19.8% | +16.3% | -2.6% |
| 30D | -5.8% | -48.1% | +42.3% | -3.0% |
| 3M | -4.3% | -51.2% | +46.9% | -1.4% |
| 6M | +31.6% | -59.6% | +91.2% | +36.1% |
| YTD | +19.6% | -3.6% | +23.3% | +8.5% |
| 1Y | +36.9% | -2.3% | +39.2% | +23.0% |
| All | -14.1% | +371.0% | -385.1% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling