-19.0%
DXCM vs TTMI
+857.4%
-876.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -4.1% |
| 7D | -6.2% | +12.2% | -18.4% | -7.1% |
| 30D | -0.3% | -5.7% | +5.5% | 0.0% |
| 3M | +10.3% | -27.5% | +37.8% | +12.7% |
| 6M | +24.1% | +47.1% | -23.0% | +13.3% |
| YTD | +27.4% | +87.5% | -60.1% | +10.9% |
| 1Y | +8.4% | +175.2% | -166.8% | -14.5% |
| 3Y | -19.0% | +901.9% | -920.9% | -56.0% |
| All | -19.0% | +857.4% | -876.4% | -56.0% |
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