+97.3%
TJX vs DXCM
-39.5%
+136.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -4.4% | -5.8% | +1.4% | -3.7% |
| 30D | -18.6% | -5.6% | -13.0% | -18.0% |
| 3M | -24.4% | +13.0% | -37.4% | -25.7% |
| 6M | -20.2% | +24.7% | -44.9% | -22.7% |
| YTD | -16.9% | +27.3% | -44.3% | -19.8% |
| 1Y | -8.5% | +11.2% | -19.7% | -10.5% |
| 3Y | +43.7% | -19.0% | +62.7% | +39.9% |
| 5Y | +97.3% | -38.5% | +135.8% | +93.6% |
| All | +97.3% | -39.5% | +136.8% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling