-39.3%
DXCM vs TXG
-63.6%
+24.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.3% |
| 7D | -6.5% | +9.1% | -15.6% | -8.1% |
| 30D | -4.3% | +14.9% | -19.2% | -7.2% |
| 3M | +7.3% | +120.0% | -112.7% | -10.1% |
| 6M | +22.0% | +221.8% | -199.8% | -6.8% |
| YTD | +26.4% | +312.6% | -286.2% | -9.0% |
| 1Y | +7.0% | +398.4% | -391.5% | -27.7% |
| 3Y | -19.6% | +42.1% | -61.7% | -31.5% |
| 5Y | -39.3% | -63.5% | +24.2% | -29.2% |
| All | -39.3% | -63.6% | +24.3% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling