-33.6%
DXCM vs TLN
+733.8%
-767.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | -13.5% | +606.3% | -619.7% | -23.0% |
| All | -33.6% | +733.8% | -767.4% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling