+184.5%
DXCM vs TW
+301.3%
-116.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.0% |
| 7D | +4.9% | +3.9% | +1.0% | +3.2% |
| 30D | -0.2% | +19.9% | -20.1% | -7.9% |
| 3M | -8.9% | +25.9% | -34.9% | -18.0% |
| 6M | +42.3% | +21.1% | +21.1% | +29.0% |
| YTD | +25.6% | +23.9% | +1.6% | +10.8% |
| 1Y | +39.5% | +21.2% | +18.3% | +24.4% |
| 3Y | -15.3% | +44.8% | -60.1% | -34.2% |
| 5Y | -48.4% | +41.4% | -89.8% | -60.4% |
| All | +184.5% | +301.3% | -116.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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