+3.3%
TLT vs DXCM
-15.9%
+19.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -2.7% | -3.6% | +0.9% | -2.7% |
| 30D | +2.2% | -4.3% | +6.5% | +2.2% |
| 3M | -1.7% | -10.4% | +8.6% | -1.7% |
| 6M | -4.0% | +33.1% | -37.1% | -4.2% |
| YTD | -4.9% | +22.6% | -27.6% | -5.1% |
| 1Y | -7.4% | +36.5% | -43.9% | -7.6% |
| All | +3.3% | -15.9% | +19.2% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling