+2,637.5%
DXCM vs TSEM
+592.2%
+2,045.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | -0.6% |
| 7D | -9.2% | +6.8% | -16.0% | -10.2% |
| 30D | -6.5% | -26.6% | +20.1% | -3.1% |
| 3M | -10.3% | -36.3% | +26.1% | -5.8% |
| 6M | +35.4% | -30.6% | +66.0% | +36.3% |
| YTD | +21.1% | +35.3% | -14.2% | +7.8% |
| 1Y | +38.2% | +59.2% | -21.0% | +19.6% |
| 3Y | -14.6% | +547.7% | -562.2% | -42.8% |
| 5Y | -49.6% | +337.5% | -387.1% | -64.5% |
| 10Y | +393.1% | +887.4% | -494.3% | +195.1% |
| All | +2,637.5% | +592.2% | +2,045.2% | +1,238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling