-55.4%
TSLL vs DXCM
-3.1%
-52.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.0% | -9.8% | -11.2% |
| 7D | +1.9% | -3.2% | +5.1% | +3.2% |
| 30D | +17.8% | +6.3% | +11.4% | +15.6% |
| 3M | -37.0% | +21.1% | -58.1% | -41.2% |
| 6M | -37.7% | +20.6% | -58.2% | -42.1% |
| YTD | -51.4% | +32.4% | -83.8% | -56.6% |
| 1Y | -23.4% | +8.8% | -32.2% | -27.3% |
| 3Y | -30.8% | -13.7% | -17.0% | -34.7% |
| All | -55.4% | -3.1% | -52.4% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling