+42.0%
TMUS vs DXCM
-35.5%
+77.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -3.3% |
| 7D | +0.1% | -3.2% | +3.3% | +0.4% |
| 30D | +5.3% | +6.3% | -1.1% | +4.6% |
| 3M | +3.1% | +21.1% | -18.0% | +1.2% |
| 6M | -16.5% | +20.6% | -37.0% | -18.1% |
| YTD | -9.2% | +32.4% | -41.6% | -11.9% |
| 1Y | -26.5% | +8.8% | -35.3% | -27.5% |
| 3Y | +39.0% | -13.7% | +52.8% | +35.2% |
| All | +42.0% | -35.5% | +77.5% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling