-38.6%
DXCM vs TSEM
+657.2%
-695.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.7% |
| 7D | -6.2% | +10.4% | -16.7% | -7.4% |
| 30D | -0.3% | -12.9% | +12.7% | +1.1% |
| 3M | +10.3% | -9.2% | +19.5% | +9.4% |
| 6M | +24.1% | +98.8% | -74.6% | +3.7% |
| YTD | +27.4% | +87.2% | -59.8% | +6.6% |
| 1Y | +8.4% | +239.0% | -230.6% | -20.8% |
| 3Y | -19.0% | +679.5% | -698.5% | -54.3% |
| 5Y | -38.6% | +667.3% | -705.8% | -64.1% |
| All | -38.6% | +657.2% | -695.8% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling