+379.4%
TTD vs DXCM
+278.1%
+101.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.6% |
| 7D | +6.3% | -3.2% | +9.6% | +7.7% |
| 30D | -23.9% | +6.3% | -30.2% | -26.0% |
| 3M | -31.4% | +21.1% | -52.5% | -37.1% |
| 6M | -42.7% | +20.6% | -63.2% | -47.9% |
| YTD | -62.0% | +32.4% | -94.4% | -66.9% |
| 1Y | -72.2% | +8.8% | -81.0% | -74.1% |
| 3Y | -81.9% | -13.7% | -68.2% | -83.9% |
| 5Y | -81.5% | -35.2% | -46.4% | -81.6% |
| All | +379.4% | +278.1% | +101.3% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling