+2,662.2%
DXCM vs TSN
+423.7%
+2,238.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -4.4% | +4.9% | -9.2% | -5.8% |
| 30D | -3.6% | +12.1% | -15.7% | -7.3% |
| 3M | -4.3% | +4.1% | -8.5% | -6.0% |
| 6M | +33.8% | -10.9% | +44.6% | +38.0% |
| YTD | +22.1% | +4.8% | +17.4% | +18.6% |
| 1Y | +47.4% | +17.6% | +29.8% | +37.4% |
| 3Y | -12.3% | +43.2% | -55.5% | -25.4% |
| 5Y | -49.1% | -13.9% | -35.2% | -49.2% |
| 10Y | +423.1% | +11.8% | +411.3% | +335.8% |
| All | +2,662.2% | +423.7% | +2,238.5% | +649.4% |
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 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