+36.5%
DXCM vs TRI
-17.0%
+53.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -3.6% | -7.5% | +3.9% | -2.2% |
| 30D | -4.3% | +3.9% | -8.2% | -5.1% |
| 3M | -10.4% | +7.2% | -17.5% | -11.7% |
| 6M | +33.1% | +27.0% | +6.2% | +26.8% |
| YTD | +22.6% | -14.0% | +36.7% | +22.9% |
| 1Y | +36.5% | -17.7% | +54.2% | +38.2% |
| All | +36.5% | -17.0% | +53.5% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling