-17.2%
TTWO vs DXCM
+44.8%
-62.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.6% | +0.5% | +6.0% |
| 7D | +7.0% | +12.5% | -5.6% | +5.0% |
| 30D | +2.7% | +1.8% | +0.9% | +2.2% |
| 3M | -13.0% | +1.8% | -14.8% | -13.6% |
| 6M | -7.2% | +47.4% | -54.6% | -14.0% |
| YTD | -18.4% | +33.3% | -51.7% | -21.7% |
| 1Y | -17.2% | +44.6% | -61.9% | -24.6% |
| All | -17.2% | +44.8% | -62.1% | -24.6% |
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 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