-16.4%
TMUS vs DXCM
+39.5%
-55.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.8% |
| 7D | +9.0% | +5.7% | +3.4% | +7.8% |
| 30D | -3.2% | +1.3% | -4.5% | -3.7% |
| 3M | -6.9% | +2.2% | -9.1% | -7.7% |
| 6M | -16.4% | +42.0% | -58.4% | -22.3% |
| All | -16.4% | +39.5% | -55.9% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling