-38.6%
DXCM vs TRGP
+631.5%
-670.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.2% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | -0.3% | +14.6% | -14.8% | -3.9% |
| 3M | +10.3% | +11.9% | -1.6% | +6.5% |
| 6M | +24.1% | +25.3% | -1.1% | +15.5% |
| YTD | +27.4% | +61.9% | -34.5% | +9.7% |
| 1Y | +8.4% | +87.3% | -78.9% | -11.2% |
| 3Y | -19.0% | +268.0% | -287.0% | -46.0% |
| 5Y | -38.6% | +638.2% | -676.8% | -65.1% |
| All | -38.6% | +631.5% | -670.0% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling