-17.2%
DXCM vs TLN
+599.9%
-617.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -3.6% | +22.3% | -25.9% | -4.4% |
| 30D | -4.3% | +1.2% | -5.5% | -4.3% |
| 3M | -10.4% | +5.9% | -16.3% | -10.6% |
| 6M | +33.1% | +3.2% | +29.9% | +32.3% |
| YTD | +22.6% | +3.2% | +19.5% | +21.2% |
| 1Y | +36.5% | +5.2% | +31.3% | +34.6% |
| All | -17.2% | +599.9% | -617.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling