-34.5%
TLT vs DXCM
-48.7%
+14.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | -3.1% | +4.9% | -8.0% | -3.2% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | -2.7% | -8.9% | +6.2% | -2.6% |
| 6M | -4.1% | +42.3% | -46.4% | -4.6% |
| YTD | -5.4% | +25.6% | -30.9% | -5.7% |
| 1Y | -7.0% | +39.5% | -46.5% | -7.4% |
| 3Y | +2.8% | -15.3% | +18.1% | +2.4% |
| All | -34.5% | -48.7% | +14.2% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling