+260.9%
DXCM vs TRGP
+827.0%
-566.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -4.3% | +9.5% | -13.8% | -5.8% |
| 3M | +7.3% | +10.8% | -3.5% | +5.1% |
| 6M | +22.0% | +25.3% | -3.3% | +16.7% |
| YTD | +26.4% | +60.3% | -33.9% | +15.7% |
| 1Y | +7.0% | +84.6% | -77.6% | -4.8% |
| 3Y | -19.6% | +264.4% | -284.0% | -36.4% |
| 5Y | -39.3% | +636.6% | -675.9% | -57.3% |
| 10Y | +260.9% | +848.9% | -588.0% | +143.1% |
| All | +260.9% | +827.0% | -566.1% | +143.1% |
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