+550.5%
TTD vs DXCM
+421.6%
+128.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.1% | +13.4% | +14.6% |
| 7D | +19.0% | -4.4% | +23.3% | +21.0% |
| 30D | +23.6% | -3.6% | +27.2% | +25.1% |
| 3M | +8.2% | -4.3% | +12.5% | +9.6% |
| 6M | -35.3% | +33.8% | -69.1% | -43.3% |
| YTD | -60.7% | +22.1% | -82.8% | -64.8% |
| 1Y | -65.3% | +47.4% | -112.7% | -71.3% |
| 3Y | -80.6% | -12.3% | -68.3% | -82.8% |
| 5Y | -84.6% | -49.1% | -35.5% | -83.2% |
| 10Y | +550.5% | +423.1% | +127.4% | +261.6% |
| All | +550.5% | +421.6% | +128.9% | +261.6% |
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