+6.4%
DXCM vs TSLQ
-97.9%
+104.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.1% |
| 7D | -3.6% | -26.6% | +22.9% | -5.6% |
| 30D | -4.3% | -17.5% | +13.2% | -5.2% |
| 3M | -10.4% | -41.7% | +31.3% | -13.0% |
| 6M | +33.1% | -16.9% | +50.1% | +33.7% |
| YTD | +22.6% | -21.9% | +44.5% | +23.7% |
| 1Y | +36.5% | -32.5% | +69.1% | +36.5% |
| 3Y | -13.5% | -97.2% | +83.7% | -27.2% |
| All | +6.4% | -97.9% | +104.3% | -1.9% |
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