+1,702.9%
TXN vs DXCM
+2,810.6%
-1,107.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.4% |
| 30D | -6.9% | +6.3% | -13.3% | -7.8% |
| 3M | -14.9% | +21.1% | -36.0% | -17.6% |
| 6M | +29.0% | +20.6% | +8.4% | +24.7% |
| YTD | +51.5% | +32.4% | +19.0% | +44.3% |
| 1Y | +41.6% | +8.8% | +32.7% | +38.1% |
| 3Y | +65.8% | -13.7% | +79.6% | +61.0% |
| 5Y | +56.8% | -35.2% | +92.0% | +55.2% |
| 10Y | +387.5% | +281.8% | +105.7% | +265.1% |
| All | +1,702.9% | +2,810.6% | -1,107.7% | +787.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling