+2,777.7%
DXCM vs THC
+498.3%
+2,279.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.6% | -4.1% |
| 7D | +5.7% | +5.9% | -0.2% | +4.4% |
| 30D | +1.3% | +10.8% | -9.5% | -1.0% |
| 3M | +2.2% | +9.4% | -7.3% | +0.1% |
| 6M | +42.0% | +53.3% | -11.3% | +27.9% |
| YTD | +27.3% | +44.2% | -16.9% | +15.3% |
| 1Y | +42.5% | +37.3% | +5.2% | +30.4% |
| 3Y | -13.3% | +421.6% | -434.9% | -43.0% |
| 5Y | -46.8% | +279.8% | -326.7% | -63.4% |
| 10Y | +445.8% | +1,513.9% | -1,068.1% | +122.5% |
| All | +2,777.7% | +498.3% | +2,279.4% | +845.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling