-10.3%
TSCO vs DXCM
-39.5%
+29.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 6M | -32.4% | +24.7% | -57.1% | -34.7% |
| YTD | -31.7% | +27.3% | -59.0% | -34.2% |
| 1Y | -41.3% | +11.2% | -52.5% | -42.7% |
| 3Y | -18.3% | -19.0% | +0.7% | -20.8% |
| 5Y | -10.3% | -38.5% | +28.2% | -12.4% |
| All | -10.3% | -39.5% | +29.2% | -12.4% |
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