+9.6%
DXCM vs TSLQ
-97.3%
+106.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -6.5% | -8.0% | +1.5% | -6.9% |
| 30D | -4.3% | -23.8% | +19.5% | -5.8% |
| 3M | +7.3% | -7.0% | +14.3% | +7.9% |
| 6M | +22.0% | -17.1% | +39.1% | +22.3% |
| YTD | +26.4% | +0.1% | +26.3% | +29.0% |
| 1Y | +7.0% | -51.2% | +58.2% | +3.6% |
| 3Y | -19.6% | -95.9% | +76.3% | -30.3% |
| All | +9.6% | -97.3% | +106.9% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling