+36.0%
TSM vs DXCM
+44.8%
-8.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.9% | -2.2% |
| 7D | -10.0% | +12.5% | -22.5% | -10.0% |
| 30D | -18.5% | +1.8% | -20.4% | -18.4% |
| 3M | -4.9% | +1.8% | -6.7% | -4.7% |
| 6M | -1.0% | +47.4% | -48.3% | -4.1% |
| YTD | +31.3% | +33.3% | -2.1% | +29.3% |
| 1Y | +36.0% | +44.6% | -8.6% | +33.7% |
| All | +36.0% | +44.8% | -8.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling