+4,708.9%
DXCM vs TEL
+759.2%
+3,949.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | -3.6% | +5.6% | -9.2% | -6.5% |
| 30D | -4.3% | +0.9% | -5.2% | -5.1% |
| 3M | -10.4% | +2.1% | -12.5% | -12.3% |
| 6M | +33.1% | +2.7% | +30.4% | +28.5% |
| YTD | +22.6% | -3.2% | +25.8% | +20.2% |
| 1Y | +36.5% | -10.6% | +47.1% | +39.3% |
| 3Y | -13.5% | +79.8% | -93.3% | -42.5% |
| 5Y | -49.6% | +43.3% | -92.9% | -62.1% |
| 10Y | +399.5% | +287.5% | +112.0% | +98.0% |
| All | +4,708.9% | +759.2% | +3,949.7% | +966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling