+186.4%
DXCM vs TW
+211.2%
-24.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | -4.3% | -0.6% | -3.7% | -4.1% |
| 3M | +7.3% | +3.4% | +3.9% | +4.8% |
| 6M | +22.0% | -18.4% | +40.5% | +31.9% |
| YTD | +26.4% | -3.9% | +30.3% | +25.1% |
| 1Y | +7.0% | -13.3% | +20.3% | +11.2% |
| 3Y | -19.6% | +20.8% | -40.5% | -33.1% |
| 5Y | -39.3% | +20.3% | -59.6% | -50.1% |
| All | +186.4% | +211.2% | -24.9% | +50.4% |
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