-12.0%
TTWO vs DXCM
+10.8%
-22.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | +1.3% | -5.8% | +7.1% | +1.9% |
| 30D | -13.4% | -5.6% | -7.8% | -13.0% |
| 3M | +3.1% | +13.0% | -9.9% | +2.0% |
| 6M | +3.8% | +24.7% | -20.9% | +2.0% |
| YTD | -15.3% | +27.3% | -42.6% | -16.6% |
| All | -12.0% | +10.8% | -22.8% | -15.8% |
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