+138.9%
DXCM vs TXG
+16.0%
+122.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -3.2% | +1.8% | -5.0% | -3.6% |
| 30D | +6.3% | +32.0% | -25.7% | -0.5% |
| 3M | +21.1% | +87.0% | -65.9% | +3.1% |
| 6M | +20.6% | +180.1% | -159.5% | -7.4% |
| YTD | +32.4% | +284.1% | -251.7% | -6.2% |
| 1Y | +8.8% | +361.7% | -352.8% | -28.0% |
| 3Y | -13.7% | +15.9% | -29.7% | -25.1% |
| 5Y | -35.2% | -66.2% | +31.0% | -26.8% |
| All | +138.9% | +16.0% | +122.9% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling