+37.0%
TRV vs DXCM
+8.4%
+28.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -1.5% | -5.8% | +4.3% | -1.2% |
| 30D | -1.8% | -5.6% | +3.8% | -1.6% |
| 3M | +21.6% | +13.0% | +8.6% | +20.3% |
| 6M | +22.5% | +24.7% | -2.2% | +19.9% |
| YTD | +28.1% | +27.3% | +0.8% | +25.5% |
| 1Y | +37.0% | +11.2% | +25.8% | +34.4% |
| All | +37.0% | +8.4% | +28.6% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling