+2,605.6%
DXCM vs TSN
+422.0%
+2,183.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | -3.5% | +4.6% | -8.1% | -4.9% |
| 30D | -5.8% | +15.4% | -21.2% | -10.3% |
| 3M | -4.3% | +2.9% | -7.2% | -5.6% |
| 6M | +31.6% | -10.8% | +42.3% | +35.7% |
| YTD | +19.6% | +4.5% | +15.2% | +16.3% |
| 1Y | +36.9% | +19.5% | +17.3% | +26.8% |
| 3Y | -16.3% | +42.2% | -58.5% | -28.7% |
| 5Y | -50.0% | -14.2% | -35.8% | -50.1% |
| 10Y | +413.2% | +15.4% | +397.8% | +321.9% |
| All | +2,605.6% | +422.0% | +2,183.6% | +634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling