+384.5%
DXCM vs TSN
+14.5%
+370.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +4.9% | -1.4% | +6.4% | +5.2% |
| 30D | -0.2% | +8.5% | -8.7% | -1.8% |
| 3M | -8.9% | +5.3% | -14.2% | -10.0% |
| 6M | +42.3% | -10.5% | +52.8% | +45.0% |
| YTD | +25.6% | +3.0% | +22.6% | +23.8% |
| 1Y | +39.5% | +12.1% | +27.4% | +35.0% |
| 3Y | -15.3% | +43.1% | -58.4% | -23.6% |
| 5Y | -48.4% | -15.1% | -33.4% | -47.6% |
| All | +384.5% | +14.5% | +370.1% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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