+393.1%
DXCM vs TXT
+98.8%
+294.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -9.2% | -0.8% | -8.4% | -9.0% |
| 30D | -6.5% | +13.4% | -19.9% | -9.7% |
| 3M | -10.3% | -2.5% | -7.7% | -9.9% |
| 6M | +35.4% | -6.2% | +41.6% | +36.8% |
| YTD | +21.1% | -1.3% | +22.4% | +20.1% |
| 1Y | +38.2% | +4.3% | +33.9% | +35.0% |
| 3Y | -14.6% | +13.2% | -27.8% | -20.1% |
| 5Y | -49.6% | +12.4% | -62.0% | -53.4% |
| 10Y | +393.1% | +94.8% | +298.3% | +348.0% |
| All | +393.1% | +98.8% | +294.3% | +348.0% |
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