-19.0%
DXCM vs TXG
+31.6%
-50.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.7% | -8.5% | -4.4% |
| 7D | -6.2% | +9.4% | -15.6% | -7.2% |
| 30D | -0.3% | +26.1% | -26.3% | -3.1% |
| 3M | +10.3% | +124.8% | -114.5% | -0.9% |
| 6M | +24.1% | +215.2% | -191.1% | +5.9% |
| YTD | +27.4% | +302.2% | -274.8% | +5.2% |
| 1Y | +8.4% | +370.9% | -362.6% | -13.0% |
| 3Y | -19.0% | +38.5% | -57.5% | -27.1% |
| All | -19.0% | +31.6% | -50.6% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling