+311.1%
DXCM vs TRU
+247.6%
+63.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.9% |
| 7D | -3.7% | +4.6% | -8.3% | -5.3% |
| 30D | -5.0% | +25.4% | -30.4% | -13.7% |
| 3M | -8.8% | +4.0% | -12.8% | -11.1% |
| 6M | +31.9% | +14.5% | +17.4% | +22.8% |
| YTD | +20.4% | -3.7% | +24.1% | +18.6% |
| 1Y | +45.7% | +2.8% | +43.0% | +39.4% |
| 3Y | -15.0% | +58.5% | -73.5% | -37.6% |
| 5Y | -48.5% | -25.0% | -23.4% | -47.7% |
| 10Y | +411.2% | +186.0% | +225.2% | +155.0% |
| All | +311.1% | +247.6% | +63.5% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling