+237.8%
TMUS vs DXCM
+402.7%
-165.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | +4.9% | +4.9% | 0.0% | +4.3% |
| 30D | +7.7% | -0.2% | +7.9% | +7.6% |
| 3M | -6.8% | -8.9% | +2.1% | -5.9% |
| 6M | -9.7% | +42.3% | -52.0% | -13.8% |
| YTD | -15.0% | +25.6% | -40.5% | -17.9% |
| 1Y | -19.1% | +39.5% | -58.7% | -23.0% |
| 3Y | +21.4% | -15.3% | +36.7% | +18.2% |
| 5Y | +51.2% | -48.4% | +99.6% | +53.3% |
| All | +237.8% | +402.7% | -165.0% | +166.6% |
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