+154.5%
TRV vs DXCM
-38.0%
+192.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.2% | -6.5% | +6.7% | +0.5% |
| 30D | -2.3% | -4.3% | +2.0% | -2.1% |
| 3M | +22.7% | +7.3% | +15.4% | +22.0% |
| 6M | +21.9% | +22.0% | -0.1% | +20.3% |
| YTD | +27.5% | +26.4% | +1.1% | +25.4% |
| 1Y | +36.2% | +7.0% | +29.3% | +35.1% |
| 3Y | +140.6% | -19.6% | +160.2% | +137.6% |
| 5Y | +154.5% | -39.3% | +193.8% | +142.5% |
| All | +154.5% | -38.0% | +192.5% | +142.5% |
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