+1,645.7%
TRV vs DXCM
+2,810.6%
-1,164.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.2% |
| 30D | -3.4% | +6.3% | -9.8% | -4.1% |
| 3M | +26.4% | +21.1% | +5.3% | +23.4% |
| 6M | +19.3% | +20.6% | -1.3% | +16.3% |
| YTD | +28.3% | +32.4% | -4.1% | +23.7% |
| 1Y | +34.3% | +8.8% | +25.4% | +31.8% |
| 3Y | +140.1% | -13.7% | +153.9% | +133.6% |
| 5Y | +155.7% | -35.2% | +190.9% | +151.3% |
| 10Y | +285.5% | +281.8% | +3.7% | +187.2% |
| All | +1,645.7% | +2,810.6% | -1,164.9% | +689.6% |
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