+47.8%
DXCM vs TSEM
+75.0%
-27.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +2.2% |
| 7D | -4.4% | -2.0% | -2.4% | -4.4% |
| 30D | -3.6% | -33.4% | +29.8% | -3.9% |
| 3M | -4.3% | -39.7% | +35.3% | -4.6% |
| 6M | +33.8% | -27.8% | +61.6% | +30.5% |
| YTD | +22.1% | +29.7% | -7.5% | +8.5% |
| All | +47.8% | +75.0% | -27.2% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling