+7.0%
DXCM vs TSEM
+233.1%
-226.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -6.5% | +4.7% | -11.2% | -6.5% |
| 30D | -4.3% | -14.2% | +9.9% | -4.3% |
| 3M | +7.3% | -5.0% | +12.3% | +6.7% |
| 6M | +22.0% | +87.6% | -65.5% | +11.7% |
| YTD | +26.4% | +84.4% | -58.1% | +15.2% |
| 1Y | +7.0% | +235.4% | -228.4% | -11.7% |
| All | +7.0% | +233.1% | -226.1% | -11.7% |
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