+2,894.9%
DXCM vs TXT
+136.7%
+2,758.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | -4.8% | +1.6% | -1.5% |
| 30D | +6.3% | -10.6% | +17.0% | +10.5% |
| 3M | +21.1% | -13.2% | +34.3% | +26.6% |
| 6M | +20.6% | -20.3% | +40.9% | +29.7% |
| YTD | +32.4% | -9.3% | +41.7% | +35.4% |
| 1Y | +8.8% | -2.7% | +11.5% | +8.2% |
| 3Y | -13.7% | +1.4% | -15.1% | -17.4% |
| 5Y | -35.2% | +9.6% | -44.7% | -39.8% |
| 10Y | +281.8% | +94.9% | +186.9% | +157.3% |
| All | +2,894.9% | +136.7% | +2,758.2% | +1,223.2% |
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