+83.8%
TLT vs DXCM
+2,529.5%
-2,445.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | -0.2% |
| 7D | +0.1% | -3.5% | +3.6% | 0.0% |
| 30D | +6.2% | -5.8% | +12.0% | +6.0% |
| 3M | +0.1% | -4.3% | +4.4% | 0.0% |
| 6M | -3.0% | +31.6% | -34.5% | -2.1% |
| YTD | -2.7% | +19.6% | -22.4% | -2.1% |
| 1Y | -4.8% | +36.9% | -41.7% | -3.8% |
| 3Y | +6.9% | -16.3% | +23.2% | +7.4% |
| 5Y | -34.5% | -50.0% | +15.6% | -34.8% |
| 10Y | -17.3% | +413.2% | -430.4% | -7.8% |
| All | +83.8% | +2,529.5% | -2,445.7% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling