+39.5%
DXCM vs TRU
+0.8%
+38.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -0.2% | +21.3% | -21.5% | -5.1% |
| 3M | -8.9% | +0.2% | -9.1% | -9.3% |
| 6M | +42.3% | +22.4% | +19.9% | +34.4% |
| YTD | +25.6% | -4.8% | +30.4% | +20.1% |
| 1Y | +39.5% | -0.2% | +39.7% | +31.9% |
| All | +39.5% | +0.8% | +38.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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