-4.2%
TLT vs DXCM
+6.5%
-10.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | +0.4% | -6.2% | +6.6% | +0.5% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | -1.7% | +10.3% | -12.1% | -2.0% |
| 6M | -4.9% | +24.1% | -29.0% | -5.3% |
| YTD | -2.8% | +27.4% | -30.2% | -3.3% |
| 1Y | -4.2% | +8.4% | -12.6% | -5.1% |
| All | -4.2% | +6.5% | -10.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling