-49.1%
TSLL vs DXCM
-8.1%
-41.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.5% |
| 7D | +17.8% | +4.9% | +12.9% | +16.0% |
| 30D | +8.2% | -0.2% | +8.4% | +7.9% |
| 3M | +20.9% | -8.9% | +29.8% | +24.2% |
| 6M | -37.5% | +42.3% | -79.8% | -45.6% |
| YTD | -44.5% | +25.6% | -70.1% | -49.8% |
| 1Y | -33.0% | +39.5% | -72.5% | -41.8% |
| 3Y | -6.4% | -15.3% | +8.9% | -11.6% |
| All | -49.1% | -8.1% | -41.0% | -56.6% |
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