-48.5%
DXCM vs TXG
-62.5%
+14.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.8% |
| 7D | -3.7% | -3.7% | 0.0% | -3.2% |
| 30D | -5.0% | -22.0% | +17.0% | -1.6% |
| 3M | -8.8% | +7.4% | -16.2% | -12.2% |
| 6M | +31.9% | +191.2% | -159.3% | +1.1% |
| YTD | +20.4% | +285.7% | -265.2% | -14.3% |
| 1Y | +45.7% | +268.3% | -222.5% | +4.3% |
| 3Y | -15.0% | +77.3% | -92.3% | -33.7% |
| 5Y | -48.5% | -62.3% | +13.9% | -31.5% |
| All | -48.5% | -62.5% | +14.0% | -31.5% |
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