+400.7%
TXN vs DXCM
+266.8%
+133.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.2% |
| 7D | +2.0% | -5.8% | +7.8% | +2.9% |
| 30D | -8.0% | -5.6% | -2.4% | -7.2% |
| 3M | -7.8% | +13.0% | -20.8% | -10.1% |
| 6M | +32.4% | +24.7% | +7.8% | +26.4% |
| YTD | +51.7% | +27.3% | +24.4% | +44.1% |
| 1Y | +44.3% | +11.2% | +33.1% | +39.6% |
| 3Y | +71.3% | -19.0% | +90.3% | +66.5% |
| 5Y | +56.4% | -38.5% | +94.9% | +54.6% |
| All | +400.7% | +266.8% | +133.9% | +310.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling