-18.3%
DXCM vs TSLQ
-97.0%
+78.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.2% |
| 7D | -9.2% | -7.3% | -1.9% | -9.4% |
| 30D | -6.5% | -13.2% | +6.7% | -6.9% |
| 3M | -10.3% | -37.6% | +27.4% | -12.2% |
| 6M | +35.4% | -9.3% | +44.7% | +36.7% |
| YTD | +21.1% | -19.1% | +40.1% | +22.2% |
| 1Y | +38.2% | -27.2% | +65.4% | +38.9% |
| All | -18.3% | -97.0% | +78.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling