-41.3%
TSCO vs DXCM
+8.4%
-49.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -3.1% | -5.8% | +2.7% | -2.3% |
| 30D | -4.4% | -5.6% | +1.2% | -3.6% |
| 3M | +9.7% | +13.0% | -3.3% | +7.7% |
| 6M | -32.4% | +24.7% | -57.1% | -35.1% |
| YTD | -31.7% | +27.3% | -59.0% | -34.4% |
| 1Y | -41.3% | +11.2% | -52.5% | -43.6% |
| All | -41.3% | +8.4% | -49.7% | -43.6% |
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