+1,812.4%
TRV vs DXCM
+2,659.3%
-846.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | +2.0% | +4.9% | -2.9% | +1.5% |
| 30D | +6.7% | -0.2% | +6.9% | +6.7% |
| 3M | +9.4% | -8.9% | +18.3% | +10.3% |
| 6M | +37.7% | +42.3% | -4.6% | +31.8% |
| YTD | +40.6% | +25.6% | +15.0% | +36.1% |
| 1Y | +42.4% | +39.5% | +2.9% | +36.2% |
| 3Y | +148.1% | -15.3% | +163.4% | +142.4% |
| 5Y | +181.7% | -48.4% | +230.1% | +184.5% |
| 10Y | +352.6% | +411.4% | -58.8% | +225.1% |
| All | +1,812.4% | +2,659.3% | -846.9% | +768.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling