+373.3%
DXCM vs TSEM
+873.2%
-500.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -3.6% | +20.5% | -24.1% | -6.4% |
| 30D | -4.3% | -29.0% | +24.6% | -0.1% |
| 3M | -10.4% | -39.4% | +29.0% | -4.9% |
| 6M | +33.1% | -28.5% | +61.6% | +32.3% |
| YTD | +22.6% | +34.4% | -11.8% | +4.2% |
| 1Y | +36.5% | +48.3% | -11.8% | +13.2% |
| 3Y | -13.5% | +543.5% | -557.0% | -51.7% |
| 5Y | -49.6% | +331.4% | -381.1% | -69.5% |
| All | +373.3% | +873.2% | -500.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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