+139.8%
TRV vs DXCM
-19.4%
+159.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.9% |
| 7D | +0.5% | -6.2% | +6.7% | +0.7% |
| 30D | -4.9% | -0.3% | -4.6% | -4.9% |
| 3M | +23.7% | +10.3% | +13.4% | +23.2% |
| 6M | +20.3% | +24.1% | -3.8% | +19.3% |
| YTD | +27.1% | +27.4% | -0.3% | +25.9% |
| 1Y | +35.3% | +8.4% | +27.0% | +34.4% |
| 3Y | +139.8% | -19.0% | +158.8% | +140.2% |
| All | +139.8% | -19.4% | +159.3% | +140.2% |
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