+8.4%
DXCM vs TSN
-3.0%
+11.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.9% |
| 7D | -6.2% | -5.0% | -1.2% | -5.9% |
| 30D | -0.3% | -9.1% | +8.8% | +0.5% |
| 3M | +10.3% | -7.4% | +17.7% | +10.5% |
| 6M | +24.1% | -13.4% | +37.5% | +24.1% |
| YTD | +27.4% | -8.5% | +35.9% | +26.0% |
| 1Y | +8.4% | -3.2% | +11.6% | +5.4% |
| All | +8.4% | -3.0% | +11.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling