-16.3%
DXCM vs TSEM
+468.0%
-484.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.8% | -10.8% | -6.2% |
| 7D | -3.5% | -17.5% | +14.0% | -2.6% |
| 30D | -5.8% | -44.7% | +38.9% | -2.8% |
| 3M | -4.3% | -38.9% | +34.5% | -2.3% |
| 6M | +31.6% | -36.7% | +68.2% | +30.3% |
| YTD | +19.6% | +17.0% | +2.7% | +6.1% |
| 1Y | +36.9% | +62.8% | -26.0% | +14.3% |
| 3Y | -16.3% | +471.3% | -487.6% | -52.9% |
| All | -16.3% | +468.0% | -484.3% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling