+40.9%
TTWO vs DXCM
-39.5%
+80.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +1.3% | -5.8% | +7.1% | +2.2% |
| 30D | -13.4% | -5.6% | -7.8% | -12.7% |
| 3M | +3.1% | +13.0% | -9.9% | +0.9% |
| 6M | +3.8% | +24.7% | -20.9% | -0.3% |
| YTD | -15.3% | +27.3% | -42.6% | -18.9% |
| 1Y | -11.1% | +11.2% | -22.3% | -13.5% |
| 3Y | +52.0% | -19.0% | +71.0% | +47.4% |
| 5Y | +40.9% | -38.5% | +79.4% | +39.1% |
| All | +40.9% | -39.5% | +80.4% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling