-50.1%
DXCM vs TSN
-14.6%
-35.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.9% |
| 7D | -3.5% | +4.6% | -8.1% | -4.1% |
| 30D | -5.8% | +15.4% | -21.2% | -7.6% |
| 3M | -4.3% | +2.9% | -7.2% | -4.8% |
| 6M | +31.6% | -10.8% | +42.3% | +33.6% |
| YTD | +19.6% | +4.5% | +15.2% | +18.2% |
| 1Y | +36.9% | +19.5% | +17.3% | +32.1% |
| 3Y | -16.3% | +42.2% | -58.5% | -22.7% |
| All | -50.1% | -14.6% | -35.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling