+172.9%
DXCM vs TW
+291.9%
-119.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -3.7% | +3.1% | -6.8% | -5.0% |
| 30D | -5.0% | +16.7% | -21.7% | -11.3% |
| 3M | -8.8% | +25.2% | -34.0% | -17.7% |
| 6M | +31.9% | +19.5% | +12.4% | +20.2% |
| YTD | +20.4% | +21.0% | -0.6% | +7.4% |
| 1Y | +45.7% | +19.0% | +26.8% | +30.9% |
| 3Y | -15.0% | +40.7% | -55.7% | -33.2% |
| 5Y | -48.5% | +40.1% | -88.6% | -60.3% |
| All | +172.9% | +291.9% | -119.1% | +29.0% |
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