-28.3%
DXCM vs TLN
+583.6%
-611.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -2.3% |
| 7D | -3.2% | +7.1% | -10.3% | -3.6% |
| 30D | +6.3% | -3.9% | +10.2% | +6.5% |
| 3M | +21.1% | -16.2% | +37.2% | +22.0% |
| 6M | +20.6% | -5.8% | +26.4% | +19.9% |
| YTD | +32.4% | -15.4% | +47.9% | +32.4% |
| 1Y | +8.8% | -16.7% | +25.5% | +8.6% |
| 3Y | -13.7% | +473.8% | -487.5% | -21.4% |
| All | -28.3% | +583.6% | -611.8% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling