+240.8%
TMUS vs DXCM
+411.4%
-170.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +9.5% | -3.7% | +13.2% | +9.9% |
| 30D | +13.8% | -5.0% | +18.8% | +14.4% |
| 3M | -4.6% | -8.8% | +4.2% | -3.6% |
| 6M | -11.7% | +31.9% | -43.6% | -14.9% |
| YTD | -15.4% | +20.4% | -35.8% | -17.9% |
| 1Y | -16.1% | +45.7% | -61.9% | -20.6% |
| 3Y | +20.5% | -15.0% | +35.5% | +17.0% |
| 5Y | +48.7% | -48.5% | +97.2% | +50.7% |
| 10Y | +240.8% | +411.2% | -170.4% | +171.0% |
| All | +240.8% | +411.4% | -170.6% | +171.0% |
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 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