-19.0%
DXCM vs TW
+21.9%
-40.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.4% |
| 7D | -6.2% | -3.5% | -2.7% | -5.7% |
| 30D | -0.3% | +0.5% | -0.8% | -0.3% |
| 3M | +10.3% | +4.9% | +5.4% | +9.5% |
| 6M | +24.1% | -17.1% | +41.2% | +27.9% |
| YTD | +27.4% | -3.9% | +31.2% | +26.8% |
| 1Y | +8.4% | -13.3% | +21.6% | +10.6% |
| 3Y | -19.0% | +20.9% | -39.9% | -15.1% |
| All | -19.0% | +21.9% | -40.9% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling