+10.5%
DXCM vs TSLQ
-97.2%
+107.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.9% |
| 7D | -5.8% | +5.7% | -11.5% | -5.4% |
| 30D | -5.6% | -21.1% | +15.5% | -6.9% |
| 3M | +13.0% | -11.5% | +24.5% | +13.2% |
| 6M | +24.7% | -14.9% | +39.6% | +25.2% |
| YTD | +27.3% | +2.4% | +24.9% | +30.2% |
| 1Y | +11.2% | -49.8% | +61.0% | +7.9% |
| 3Y | -19.0% | -95.8% | +76.8% | -29.7% |
| All | +10.5% | -97.2% | +107.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSLQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling