+10.5%
DXCM vs TSLQ
-97.3%
+107.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.0% | +4.1% | -4.4% |
| 7D | -6.2% | -8.6% | +2.3% | -6.7% |
| 30D | -0.3% | -24.9% | +24.6% | -1.9% |
| 3M | +10.3% | -1.5% | +11.8% | +11.4% |
| 6M | +24.1% | -18.1% | +42.2% | +24.3% |
| YTD | +27.4% | -0.1% | +27.5% | +30.0% |
| 1Y | +8.4% | -51.4% | +59.7% | +4.9% |
| 3Y | -19.0% | -95.9% | +76.9% | -29.8% |
| All | +10.5% | -97.3% | +107.8% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling