-39.3%
DXCM vs TRI
-10.1%
-29.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -6.5% | -8.4% | +1.9% | -3.5% |
| 30D | -4.3% | -6.5% | +2.2% | -2.2% |
| 3M | +7.3% | +18.6% | -11.3% | -0.3% |
| 6M | +22.0% | -10.4% | +32.5% | +25.2% |
| YTD | +26.4% | -23.7% | +50.1% | +40.6% |
| 1Y | +7.0% | -42.5% | +49.5% | +39.5% |
| 3Y | -19.6% | -19.3% | -0.3% | -26.5% |
| 5Y | -39.3% | -9.7% | -29.6% | -55.8% |
| All | -39.3% | -10.1% | -29.2% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling