+2,605.6%
DXCM vs TTMI
+536.5%
+2,069.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.9% | -12.9% | -7.7% |
| 7D | -3.5% | -19.8% | +16.3% | +1.1% |
| 30D | -5.8% | -48.1% | +42.3% | +7.8% |
| 3M | -4.3% | -51.2% | +46.9% | +9.7% |
| 6M | +31.6% | -59.6% | +91.2% | +52.4% |
| YTD | +19.6% | -3.6% | +23.3% | +3.1% |
| 1Y | +36.9% | -2.3% | +39.2% | +15.8% |
| 3Y | -16.3% | +369.4% | -385.6% | -59.3% |
| 5Y | -50.0% | +365.4% | -415.4% | -76.6% |
| 10Y | +413.2% | +413.2% | 0.0% | +114.2% |
| All | +2,605.6% | +536.5% | +2,069.2% | +603.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling