+5,093.5%
DXCM vs TEL
+723.0%
+4,370.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | -3.2% | +3.0% | -6.2% | -4.8% |
| 30D | +6.3% | -3.9% | +10.3% | +8.3% |
| 3M | +21.1% | -5.1% | +26.2% | +23.2% |
| 6M | +20.6% | +0.6% | +20.0% | +17.5% |
| YTD | +32.4% | -7.3% | +39.7% | +33.8% |
| 1Y | +8.8% | +1.1% | +7.7% | +3.9% |
| 3Y | -13.7% | +63.7% | -77.4% | -39.2% |
| 5Y | -35.2% | +50.7% | -85.8% | -52.4% |
| 10Y | +281.8% | +290.2% | -8.4% | +51.6% |
| All | +5,093.5% | +723.0% | +4,370.5% | +1,088.2% |
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 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