-16.2%
DXCM vs TSEM
+672.8%
-689.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.9% | -2.6% |
| 7D | -3.2% | +6.9% | -10.1% | -3.7% |
| 30D | +6.3% | +5.3% | +1.0% | +5.6% |
| 3M | +21.1% | -14.9% | +36.0% | +21.2% |
| 6M | +20.6% | +80.0% | -59.5% | +5.3% |
| YTD | +32.4% | +89.4% | -56.9% | +13.7% |
| 1Y | +8.8% | +253.1% | -244.2% | -17.9% |
| All | -16.2% | +672.8% | -689.0% | -54.4% |
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