+43.5%
TJX vs DXCM
-19.0%
+62.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | -4.4% | -5.8% | +1.4% | -4.0% |
| 30D | -18.6% | -5.6% | -13.0% | -18.3% |
| 3M | -24.4% | +13.0% | -37.4% | -25.0% |
| 6M | -20.2% | +24.7% | -44.9% | -21.6% |
| YTD | -16.9% | +27.3% | -44.3% | -18.4% |
| 1Y | -8.5% | +11.2% | -19.7% | -9.6% |
| All | +43.5% | -19.0% | +62.5% | +44.0% |
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