-34.4%
DXCM vs TLN
+716.6%
-751.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.3% | +0.3% |
| 7D | -9.2% | +15.9% | -25.1% | -9.7% |
| 30D | -6.5% | -0.3% | -6.2% | -6.5% |
| 3M | -10.3% | +5.8% | -16.1% | -10.6% |
| 6M | +35.4% | -1.2% | +36.7% | +34.9% |
| YTD | +21.1% | +1.0% | +20.0% | +19.7% |
| 1Y | +38.2% | +1.1% | +37.1% | +36.6% |
| 3Y | -14.6% | +591.7% | -606.3% | -23.9% |
| All | -34.4% | +716.6% | -751.1% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling