+83.7%
TLT vs DXCM
+2,810.6%
-2,726.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.1% |
| 7D | -0.4% | -3.2% | +2.8% | -0.5% |
| 30D | -0.6% | +6.3% | -6.9% | -0.4% |
| 3M | -2.7% | +21.1% | -23.8% | -2.1% |
| 6M | -5.6% | +20.6% | -26.2% | -5.0% |
| YTD | -2.8% | +32.4% | -35.2% | -1.9% |
| 1Y | -1.4% | +8.8% | -10.3% | -1.0% |
| 3Y | -1.6% | -13.7% | +12.2% | -1.0% |
| 5Y | -33.8% | -35.2% | +1.4% | -33.7% |
| 10Y | -21.1% | +281.8% | -302.9% | -13.3% |
| All | +83.7% | +2,810.6% | -2,726.9% | +139.2% |
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