+2,090.6%
TXN vs DXCM
+2,595.0%
-504.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +12.3% | -3.6% | +16.0% | +12.9% |
| 30D | +9.1% | -4.3% | +13.4% | +9.6% |
| 3M | +13.5% | -10.4% | +23.9% | +15.0% |
| 6M | +6.9% | +33.1% | -26.2% | +1.7% |
| YTD | +84.0% | +22.6% | +61.4% | +76.9% |
| 1Y | +95.8% | +36.5% | +59.2% | +85.3% |
| 3Y | +130.3% | -13.5% | +143.8% | +123.9% |
| 5Y | +89.2% | -49.6% | +138.8% | +93.6% |
| 10Y | +486.5% | +399.5% | +87.1% | +325.8% |
| All | +2,090.6% | +2,595.0% | -504.5% | +988.1% |
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 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