+59.9%
TXN vs DXCM
-38.0%
+97.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +2.7% | -6.5% | +9.1% | +3.8% |
| 30D | -6.7% | -4.3% | -2.4% | -6.1% |
| 3M | -8.9% | +7.3% | -16.2% | -10.5% |
| 6M | +34.7% | +22.0% | +12.7% | +28.8% |
| YTD | +53.3% | +26.4% | +26.9% | +45.4% |
| 1Y | +45.0% | +7.0% | +38.0% | +41.2% |
| 3Y | +73.1% | -19.6% | +92.7% | +66.9% |
| 5Y | +59.9% | -39.3% | +99.2% | +55.3% |
| All | +59.9% | -38.0% | +97.9% | +55.3% |
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