-12.5%
TLT vs DXCM
+421.6%
-434.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | 0.0% |
| 7D | +0.3% | -4.4% | +4.6% | +0.3% |
| 30D | +5.1% | -3.6% | +8.7% | +5.1% |
| 3M | -0.2% | -4.3% | +4.2% | -0.2% |
| 6M | -2.9% | +33.8% | -36.7% | -2.9% |
| YTD | -2.7% | +22.1% | -24.8% | -2.7% |
| 1Y | -4.6% | +47.4% | -52.0% | -4.6% |
| 3Y | +6.1% | -12.3% | +18.3% | +6.1% |
| 5Y | -35.1% | -49.1% | +14.0% | -35.3% |
| 10Y | -12.5% | +423.1% | -435.6% | -9.4% |
| All | -12.5% | +421.6% | -434.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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