-40.9%
TSCO vs DXCM
+11.0%
-51.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | +5.5% | +6.3% | -0.9% | +4.5% |
| 3M | +20.0% | +21.1% | -1.1% | +16.6% |
| 6M | -29.8% | +20.6% | -50.4% | -33.0% |
| YTD | -28.7% | +32.4% | -61.1% | -31.9% |
| 1Y | -40.9% | +8.8% | -49.8% | -43.8% |
| All | -40.9% | +11.0% | -51.9% | -43.8% |
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