+263.3%
DXCM vs TRI
+191.2%
+72.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -5.8% | -14.4% | +8.6% | +1.0% |
| 30D | -5.6% | -8.1% | +2.5% | -2.3% |
| 3M | +13.0% | +17.5% | -4.5% | +3.3% |
| 6M | +24.7% | -5.0% | +29.6% | +24.3% |
| YTD | +27.3% | -24.7% | +52.0% | +41.8% |
| 1Y | +11.2% | -41.5% | +52.7% | +43.3% |
| 3Y | -19.0% | -20.3% | +1.3% | -19.6% |
| 5Y | -38.5% | -10.9% | -27.5% | -44.4% |
| All | +263.3% | +191.2% | +72.1% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling