+309.1%
TMUS vs DXCM
+256.6%
+52.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.6% |
| 7D | -0.3% | -6.2% | +6.0% | +0.5% |
| 30D | +3.1% | -0.3% | +3.4% | +3.1% |
| 3M | +2.4% | +10.3% | -7.9% | +1.0% |
| 6M | -17.1% | +24.1% | -41.2% | -19.6% |
| YTD | -9.1% | +27.4% | -36.4% | -12.3% |
| 1Y | -23.6% | +8.4% | -32.0% | -25.1% |
| 3Y | +38.8% | -19.0% | +57.8% | +35.8% |
| 5Y | +43.0% | -38.6% | +81.5% | +41.3% |
| 10Y | +309.1% | +252.9% | +56.2% | +261.5% |
| All | +309.1% | +256.6% | +52.5% | +261.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling