-4.1%
TTWO vs DXCM
+40.8%
-44.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | +6.0% | +4.9% | +1.1% | +5.4% |
| 30D | +13.2% | -0.2% | +13.4% | +13.1% |
| 3M | -5.8% | -8.9% | +3.1% | -5.1% |
| 6M | +0.4% | +42.3% | -41.9% | -4.4% |
| YTD | -11.0% | +25.6% | -36.6% | -11.3% |
| 1Y | -4.1% | +39.5% | -43.6% | -6.9% |
| All | -4.1% | +40.8% | -44.9% | -6.9% |
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 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