+252.9%
DXCM vs TXT
+98.4%
+154.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -0.3% | -11.1% | +10.8% | +2.9% |
| 3M | +10.3% | -13.0% | +23.3% | +14.2% |
| 6M | +24.1% | -16.2% | +40.3% | +29.5% |
| YTD | +27.4% | -8.7% | +36.1% | +29.4% |
| 1Y | +8.4% | -3.8% | +12.2% | +8.2% |
| 3Y | -19.0% | +5.5% | -24.5% | -22.8% |
| 5Y | -38.6% | +12.3% | -50.9% | -42.8% |
| 10Y | +252.9% | +97.4% | +155.5% | +173.3% |
| All | +252.9% | +98.4% | +154.5% | +173.3% |
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