-29.4%
TSCO vs DXCM
+44.8%
-74.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +2.9% |
| 7D | +15.7% | +12.5% | +3.2% | +13.2% |
| 30D | +16.4% | +1.8% | +14.6% | +15.8% |
| 3M | +11.2% | +1.8% | +9.4% | +10.4% |
| 6M | +14.9% | +47.4% | -32.4% | +5.9% |
| YTD | -25.4% | +33.3% | -58.7% | -30.8% |
| 1Y | -29.4% | +44.6% | -74.0% | -34.3% |
| All | -29.4% | +44.8% | -74.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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