-56.8%
TSLL vs DXCM
-12.4%
-44.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.0% | +14.6% | +10.6% |
| 7D | -21.2% | -3.5% | -17.7% | -20.3% |
| 30D | -13.3% | -5.8% | -7.5% | -11.9% |
| 3M | +15.4% | -4.3% | +19.7% | +16.5% |
| 6M | -34.2% | +31.6% | -65.8% | -41.4% |
| YTD | -52.9% | +19.6% | -72.6% | -56.8% |
| 1Y | -54.3% | +36.9% | -91.2% | -60.2% |
| 3Y | -18.4% | -16.3% | -2.1% | -22.6% |
| All | -56.8% | -12.4% | -44.4% | -62.6% |
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 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