-16.2%
DXCM vs TSN
+10.8%
-27.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -2.0% |
| 7D | -3.2% | -6.3% | +3.1% | -2.7% |
| 30D | +6.3% | -10.8% | +17.1% | +7.3% |
| 3M | +21.1% | -8.8% | +29.8% | +21.7% |
| 6M | +20.6% | -16.8% | +37.4% | +22.0% |
| YTD | +32.4% | -10.0% | +42.4% | +32.9% |
| 1Y | +8.8% | -5.3% | +14.1% | +8.3% |
| All | -16.2% | +10.8% | -27.0% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling