+373.1%
TSM vs DXCM
-13.8%
+386.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.1% |
| 30D | +3.6% | +6.3% | -2.7% | +2.7% |
| 3M | -3.4% | +21.1% | -24.5% | -6.1% |
| 6M | +20.6% | +20.6% | 0.0% | +17.1% |
| YTD | +41.9% | +32.4% | +9.4% | +35.7% |
| 1Y | +84.4% | +8.8% | +75.5% | +80.8% |
| All | +373.1% | -13.8% | +386.8% | +371.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling