+238.4%
TMUS vs DXCM
+410.2%
-171.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.6% |
| 7D | +3.6% | -3.5% | +7.1% | +4.0% |
| 30D | -3.4% | -5.8% | +2.4% | -2.7% |
| 3M | -9.5% | -4.3% | -5.1% | -9.1% |
| 6M | -15.2% | +31.6% | -46.7% | -18.3% |
| YTD | -18.9% | +19.6% | -38.6% | -21.3% |
| 1Y | -17.7% | +36.9% | -54.6% | -21.5% |
| 3Y | +15.6% | -16.3% | +31.9% | +12.6% |
| 5Y | +38.9% | -50.0% | +88.9% | +41.3% |
| All | +238.4% | +410.2% | -171.8% | +169.8% |
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