+36.9%
DXCM vs TXT
+4.1%
+32.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.7% |
| 7D | -3.5% | -2.5% | -1.0% | -3.2% |
| 30D | -5.8% | +14.4% | -20.2% | -7.2% |
| 3M | -4.3% | -4.9% | +0.6% | -3.9% |
| 6M | +31.6% | -10.2% | +41.8% | +32.9% |
| YTD | +19.6% | -4.1% | +23.7% | +19.6% |
| 1Y | +36.9% | +4.0% | +32.9% | +34.6% |
| All | +36.9% | +4.1% | +32.7% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling