-50.1%
DXCM vs TW
+37.3%
-87.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -3.5% | +4.2% | -7.7% | -5.0% |
| 30D | -5.8% | +18.9% | -24.7% | -11.8% |
| 3M | -4.3% | +23.8% | -28.1% | -11.9% |
| 6M | +31.6% | +17.0% | +14.5% | +22.9% |
| YTD | +19.6% | +19.2% | +0.4% | +9.1% |
| 1Y | +36.9% | +20.1% | +16.8% | +24.2% |
| 3Y | -16.3% | +40.5% | -56.8% | -34.3% |
| All | -50.1% | +37.3% | -87.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling