+11.2%
DXCM vs TXG
+392.4%
-381.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.8% |
| 7D | -5.8% | +5.0% | -10.8% | -6.0% |
| 30D | -5.6% | +13.5% | -19.1% | -6.2% |
| 3M | +13.0% | +128.0% | -115.0% | +6.9% |
| 6M | +24.7% | +224.4% | -199.8% | +14.5% |
| YTD | +27.3% | +307.0% | -279.7% | +17.7% |
| 1Y | +11.2% | +427.2% | -416.0% | +6.6% |
| All | +11.2% | +392.4% | -381.2% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling