+2,566.8%
DXCM vs TRGP
+2,108.2%
+458.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.5% |
| 7D | -4.4% | -7.2% | +2.8% | -3.1% |
| 30D | -3.6% | -4.2% | +0.6% | -3.1% |
| 3M | -4.3% | +7.0% | -11.3% | -5.9% |
| 6M | +33.8% | +11.2% | +22.5% | +30.2% |
| YTD | +22.1% | +51.1% | -29.0% | +12.0% |
| 1Y | +47.4% | +62.0% | -14.6% | +33.3% |
| 3Y | -12.3% | +248.2% | -260.5% | -31.5% |
| 5Y | -49.1% | +432.4% | -481.5% | -63.6% |
| 10Y | +423.1% | +739.5% | -316.4% | +198.0% |
| All | +2,566.8% | +2,108.2% | +458.6% | +664.6% |
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