+260.9%
DXCM vs TSN
-9.4%
+270.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | -6.5% | -7.3% | +0.8% | -5.1% |
| 30D | -4.3% | -8.6% | +4.3% | -2.6% |
| 3M | +7.3% | -7.5% | +14.8% | +8.7% |
| 6M | +22.0% | -14.1% | +36.2% | +25.1% |
| YTD | +26.4% | -9.4% | +35.8% | +28.0% |
| 1Y | +7.0% | -4.1% | +11.1% | +6.9% |
| 3Y | -19.6% | +10.3% | -29.9% | -23.3% |
| 5Y | -39.3% | -19.7% | -19.6% | -37.9% |
| 10Y | +260.9% | -7.0% | +267.9% | +224.8% |
| All | +260.9% | -9.4% | +270.4% | +224.8% |
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