+68.5%
TGT vs DXCM
-15.9%
+84.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +2.6% | -3.6% | +6.2% | +3.0% |
| 30D | +6.6% | -4.3% | +10.9% | +7.1% |
| 3M | +5.2% | -10.4% | +15.6% | +6.5% |
| 6M | +35.3% | +33.1% | +2.2% | +30.6% |
| YTD | +70.3% | +22.6% | +47.7% | +65.4% |
| 1Y | +81.2% | +36.5% | +44.6% | +73.7% |
| All | +68.5% | -15.9% | +84.5% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 3y: compounded portfolio wealth divided by compounded DXCM 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…
3y analysis · Full analysis span regression · 6 months rolling