-27.1%
DXCM vs TPG
+74.1%
-101.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.3% |
| 7D | -5.5% | -9.4% | +3.9% | -2.3% |
| 30D | -8.6% | -5.3% | -3.3% | -7.1% |
| 3M | +10.3% | +12.9% | -2.6% | +5.2% |
| 6M | +25.2% | +20.1% | +5.1% | +16.2% |
| YTD | +25.1% | -22.5% | +47.6% | +34.5% |
| 1Y | +9.2% | -19.7% | +28.9% | +15.5% |
| 3Y | -22.6% | +81.2% | -103.8% | -43.1% |
| All | -27.1% | +74.1% | -101.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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