+393.1%
DXCM vs TRGP
+826.3%
-433.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.1% |
| 7D | -9.2% | +2.4% | -11.6% | -9.5% |
| 30D | -6.5% | +0.8% | -7.3% | -6.9% |
| 3M | -10.3% | +10.4% | -20.6% | -12.1% |
| 6M | +35.4% | +16.3% | +19.2% | +31.0% |
| YTD | +21.1% | +61.1% | -40.1% | +10.0% |
| 1Y | +38.2% | +71.6% | -33.4% | +24.1% |
| 3Y | -14.6% | +267.5% | -282.0% | -33.2% |
| 5Y | -49.6% | +488.1% | -537.7% | -63.9% |
| 10Y | +393.1% | +803.8% | -410.7% | +191.2% |
| All | +393.1% | +826.3% | -433.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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