-52.1%
TSLL vs DXCM
-10.6%
-41.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +10.2% |
| 7D | -14.3% | -4.4% | -10.0% | -13.0% |
| 30D | -6.2% | -3.6% | -2.5% | -5.3% |
| 3M | +21.2% | -4.3% | +25.5% | +22.5% |
| 6M | -36.6% | +33.8% | -70.3% | -43.7% |
| YTD | -47.8% | +22.1% | -69.9% | -52.3% |
| 1Y | -45.2% | +47.4% | -92.6% | -53.5% |
| 3Y | -3.3% | -12.3% | +9.0% | -9.6% |
| All | -52.1% | -10.6% | -41.5% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling