+9.2%
DXCM vs TPG
-16.9%
+26.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -5.5% | -9.4% | +3.9% | -3.3% |
| 30D | -8.6% | -5.3% | -3.3% | -7.5% |
| 3M | +10.3% | +12.9% | -2.6% | +7.3% |
| 6M | +25.2% | +20.1% | +5.1% | +19.9% |
| YTD | +25.1% | -22.5% | +47.6% | +30.2% |
| 1Y | +9.2% | -19.7% | +28.9% | +11.1% |
| All | +9.2% | -16.9% | +26.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling