+352.2%
DXCM vs TRU
+238.0%
+114.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | +0.4% |
| 7D | -3.2% | -6.8% | +3.5% | -0.5% |
| 30D | +6.3% | 0.0% | +6.3% | +6.1% |
| 3M | +21.1% | +13.3% | +7.8% | +14.2% |
| 6M | +20.6% | +3.4% | +17.1% | +17.5% |
| YTD | +32.4% | -6.4% | +38.8% | +32.9% |
| 1Y | +8.8% | -9.7% | +18.5% | +9.9% |
| 3Y | -13.7% | +0.1% | -13.9% | -22.3% |
| 5Y | -35.2% | -34.0% | -1.1% | -29.8% |
| 10Y | +281.8% | +147.9% | +133.9% | +106.6% |
| All | +352.2% | +238.0% | +114.2% | +112.4% |
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