+11.2%
DXCM vs TSLQ
-49.1%
+60.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.8% |
| 7D | -5.8% | +5.7% | -11.5% | -5.7% |
| 30D | -5.6% | -21.1% | +15.5% | -5.6% |
| 3M | +13.0% | -11.5% | +24.5% | +12.5% |
| 6M | +24.7% | -14.9% | +39.6% | +23.2% |
| YTD | +27.3% | +2.4% | +24.9% | +25.0% |
| 1Y | +11.2% | -49.8% | +61.0% | +11.7% |
| All | +11.2% | -49.1% | +60.3% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling