-20.1%
TSLL vs DXCM
+43.6%
-63.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.6% | -13.0% | -5.7% |
| 7D | -9.4% | +12.5% | -22.0% | -8.6% |
| 30D | +1.6% | +1.8% | -0.3% | +2.0% |
| 3M | +29.4% | +1.8% | +27.6% | +30.2% |
| 6M | -20.1% | +47.4% | -67.5% | +2.1% |
| All | -20.1% | +43.6% | -63.8% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling