-17.1%
TMUS vs DXCM
+42.7%
-59.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +8.2% | -9.2% | +17.3% | +8.9% |
| 30D | +13.4% | -6.5% | +19.8% | +13.7% |
| 3M | -3.0% | -10.3% | +7.2% | -2.6% |
| 6M | -8.8% | +35.4% | -44.2% | -6.8% |
| YTD | -13.8% | +21.1% | -34.9% | -14.0% |
| 1Y | -17.1% | +38.2% | -55.3% | -16.0% |
| All | -17.1% | +42.7% | -59.8% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling