+302.0%
TRV vs DXCM
+260.4%
+41.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.8% | +2.2% |
| 7D | +1.9% | -5.5% | +7.5% | +2.4% |
| 30D | +1.7% | -8.6% | +10.3% | +2.4% |
| 3M | +23.9% | +10.3% | +13.5% | +22.7% |
| 6M | +26.3% | +25.2% | +1.1% | +23.6% |
| YTD | +30.8% | +25.1% | +5.7% | +28.0% |
| 1Y | +36.3% | +9.2% | +27.1% | +34.5% |
| 3Y | +145.0% | -22.6% | +167.6% | +142.4% |
| 5Y | +163.9% | -39.5% | +203.4% | +162.0% |
| All | +302.0% | +260.4% | +41.6% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling