-83.3%
TTD vs DXCM
-18.8%
-64.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.8% |
| 7D | +5.2% | -3.5% | +8.7% | +5.7% |
| 30D | +6.9% | -5.8% | +12.7% | +7.8% |
| 3M | -26.8% | -4.3% | -22.5% | -26.5% |
| 6M | -46.1% | +31.6% | -77.7% | -48.3% |
| YTD | -65.9% | +19.6% | -85.6% | -67.0% |
| 1Y | -71.8% | +36.9% | -108.7% | -73.3% |
| 3Y | -83.3% | -16.3% | -67.0% | -83.4% |
| All | -83.3% | -18.8% | -64.5% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling