+46.8%
TGT vs DXCM
-19.4%
+66.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -0.6% |
| 7D | -0.6% | -6.2% | +5.6% | 0.0% |
| 30D | +9.5% | -0.3% | +9.8% | +9.6% |
| 3M | +32.3% | +10.3% | +21.9% | +30.7% |
| 6M | +37.0% | +24.1% | +12.9% | +33.6% |
| YTD | +71.0% | +27.4% | +43.7% | +66.1% |
| 1Y | +85.0% | +8.4% | +76.7% | +82.1% |
| 3Y | +46.8% | -19.0% | +65.8% | +45.6% |
| All | +46.8% | -19.4% | +66.3% | +45.6% |
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