+121.2%
DXCM vs TXG
+9.4%
+111.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.0% | +2.3% |
| 7D | -3.6% | +1.8% | -5.4% | -4.1% |
| 30D | -4.3% | -17.7% | +13.4% | -1.7% |
| 3M | -10.4% | +2.3% | -12.7% | -13.2% |
| 6M | +33.1% | +182.5% | -149.4% | +0.3% |
| YTD | +22.6% | +262.4% | -239.7% | -14.1% |
| 1Y | +36.5% | +254.1% | -217.6% | -4.3% |
| 3Y | -13.5% | +66.6% | -80.0% | -34.0% |
| 5Y | -49.6% | -64.5% | +14.9% | -45.1% |
| All | +121.2% | +9.4% | +111.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling