+2,605.6%
DXCM vs TXT
+150.1%
+2,455.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.3% |
| 7D | -3.5% | -2.5% | -1.0% | -2.6% |
| 30D | -5.8% | +14.4% | -20.2% | -10.4% |
| 3M | -4.3% | -4.9% | +0.6% | -3.1% |
| 6M | +31.6% | -10.2% | +41.8% | +35.2% |
| YTD | +19.6% | -4.1% | +23.7% | +19.6% |
| 1Y | +36.9% | +4.0% | +32.9% | +32.8% |
| 3Y | -16.3% | +8.0% | -24.2% | -21.7% |
| 5Y | -50.0% | +8.4% | -58.4% | -53.5% |
| 10Y | +413.2% | +116.6% | +296.5% | +231.2% |
| All | +2,605.6% | +150.1% | +2,455.5% | +1,068.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling