+14.9%
DXCM vs TSLQ
-97.0%
+111.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.0% | -14.0% | -1.2% |
| 7D | -3.2% | -5.8% | +2.6% | -3.5% |
| 30D | +6.3% | -22.1% | +28.4% | +4.8% |
| 3M | +21.1% | +10.1% | +11.0% | +23.4% |
| 6M | +20.6% | -6.8% | +27.3% | +21.9% |
| YTD | +32.4% | +8.5% | +23.9% | +36.0% |
| 1Y | +8.8% | -49.7% | +58.6% | +5.6% |
| 3Y | -13.7% | -95.6% | +81.9% | -24.9% |
| All | +14.9% | -97.0% | +111.9% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling