+47.8%
DXCM vs THC
+50.5%
-2.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.8% |
| 7D | -4.4% | +7.5% | -11.8% | -5.3% |
| 30D | -3.6% | +9.6% | -13.2% | -4.8% |
| 3M | -4.3% | +10.3% | -14.6% | -5.5% |
| 6M | +33.8% | +51.8% | -18.0% | +27.5% |
| YTD | +22.1% | +45.4% | -23.3% | +16.8% |
| All | +47.8% | +50.5% | -2.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling