+2,791.4%
DXCM vs TRGP
+2,231.3%
+560.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +6.3% | +11.5% | -5.2% | +4.1% |
| 3M | +21.1% | +9.0% | +12.1% | +18.8% |
| 6M | +20.6% | +20.5% | +0.1% | +15.8% |
| YTD | +32.4% | +59.5% | -27.1% | +20.6% |
| 1Y | +8.8% | +77.9% | -69.1% | -3.2% |
| 3Y | -13.7% | +253.6% | -267.3% | -32.8% |
| 5Y | -35.2% | +615.5% | -650.7% | -55.8% |
| 10Y | +281.8% | +897.1% | -615.3% | +109.9% |
| All | +2,791.4% | +2,231.3% | +560.2% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling