+365.8%
TTD vs DXCM
+263.6%
+102.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -1.3% |
| 7D | +1.7% | -6.2% | +8.0% | +4.4% |
| 30D | +1.6% | -0.3% | +1.9% | +1.6% |
| 3M | -27.8% | +10.3% | -38.2% | -31.2% |
| 6M | -52.1% | +24.1% | -76.2% | -56.9% |
| YTD | -63.1% | +27.4% | -90.4% | -67.3% |
| 1Y | -73.1% | +8.4% | -81.4% | -74.9% |
| 3Y | -83.3% | -19.0% | -64.3% | -84.7% |
| 5Y | -80.6% | -38.6% | -42.0% | -80.3% |
| All | +365.8% | +263.6% | +102.2% | +200.7% |
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