+1,410.4%
TSM vs DXCM
+410.2%
+1,000.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.3% | +7.2% |
| 7D | -7.6% | -3.5% | -4.1% | -7.1% |
| 30D | -20.5% | -5.8% | -14.7% | -19.9% |
| 3M | -10.0% | -4.3% | -5.6% | -9.7% |
| 6M | -10.1% | +31.6% | -41.6% | -14.9% |
| YTD | +24.5% | +19.6% | +4.9% | +19.5% |
| 1Y | +31.2% | +36.9% | -5.7% | +23.0% |
| 3Y | +322.0% | -16.3% | +338.2% | +311.2% |
| 5Y | +245.3% | -50.0% | +295.3% | +252.4% |
| All | +1,410.4% | +410.2% | +1,000.2% | +1,131.6% |
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