+423.1%
DXCM vs TXT
+115.3%
+307.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.5% |
| 7D | -4.4% | -3.5% | -0.8% | -3.4% |
| 30D | -3.6% | +15.2% | -18.8% | -7.3% |
| 3M | -4.3% | -4.5% | +0.1% | -3.4% |
| 6M | +33.8% | -6.1% | +39.9% | +35.1% |
| YTD | +22.1% | -2.0% | +24.1% | +21.4% |
| 1Y | +47.4% | +4.2% | +43.2% | +44.0% |
| 3Y | -12.3% | +14.4% | -26.7% | -18.2% |
| 5Y | -49.1% | +12.3% | -61.4% | -52.9% |
| 10Y | +423.1% | +101.8% | +321.3% | +368.9% |
| All | +423.1% | +115.3% | +307.8% | +368.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling