+36.9%
DXCM vs TLN
-13.3%
+50.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.1% | -13.1% | -5.7% |
| 7D | -3.5% | -1.3% | -2.2% | -3.5% |
| 30D | -5.8% | -10.5% | +4.7% | -5.8% |
| 3M | -4.3% | +0.1% | -4.4% | -4.1% |
| 6M | +31.6% | -17.4% | +49.0% | +31.9% |
| YTD | +19.6% | -9.7% | +29.3% | +19.0% |
| 1Y | +36.9% | -12.3% | +49.1% | +35.6% |
| All | +36.9% | -13.3% | +50.1% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling