-10.3%
TSCO vs DXCM
-48.7%
+38.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | +0.3% | +4.9% | -4.7% | -0.4% |
| 30D | +11.3% | -0.2% | +11.5% | +11.3% |
| 3M | +1.5% | -8.9% | +10.4% | +2.6% |
| 6M | +24.0% | +42.3% | -18.3% | +17.9% |
| YTD | -25.7% | +25.6% | -51.2% | -28.3% |
| 1Y | -33.6% | +39.5% | -73.1% | -36.8% |
| 3Y | -1.5% | -15.3% | +13.7% | -5.2% |
| All | -10.3% | -48.7% | +38.4% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling