+2,577.3%
DXCM vs TRGP
+2,291.1%
+286.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.0% |
| 7D | -3.6% | +9.0% | -12.6% | -5.1% |
| 30D | -4.3% | +1.5% | -5.8% | -4.8% |
| 3M | -10.4% | +10.7% | -21.1% | -12.4% |
| 6M | +33.1% | +17.1% | +16.0% | +28.4% |
| YTD | +22.6% | +63.6% | -41.0% | +10.8% |
| 1Y | +36.5% | +77.0% | -40.4% | +21.4% |
| 3Y | -13.5% | +273.2% | -286.6% | -33.3% |
| 5Y | -49.6% | +508.6% | -558.3% | -64.8% |
| 10Y | +399.5% | +817.8% | -418.3% | +179.9% |
| All | +2,577.3% | +2,291.1% | +286.2% | +656.5% |
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