-39.3%
DXCM vs TEL
+50.8%
-90.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -6.5% | +1.2% | -7.7% | -7.0% |
| 30D | -4.3% | -4.1% | -0.2% | -2.6% |
| 3M | +7.3% | -2.6% | +9.9% | +7.8% |
| 6M | +22.0% | 0.0% | +22.0% | +19.3% |
| YTD | +26.4% | -9.1% | +35.4% | +28.9% |
| 1Y | +7.0% | -0.8% | +7.8% | +2.6% |
| 3Y | -19.6% | +67.4% | -87.0% | -47.3% |
| 5Y | -39.3% | +51.8% | -91.0% | -57.2% |
| All | -39.3% | +50.8% | -90.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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