+330.4%
TSM vs DXCM
-13.9%
+344.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.0% |
| 7D | +6.2% | +4.9% | +1.3% | +5.6% |
| 30D | -7.3% | -0.2% | -7.1% | -7.4% |
| 3M | -7.1% | -8.9% | +1.8% | -6.2% |
| 6M | +0.2% | +42.3% | -42.0% | -5.7% |
| YTD | +32.2% | +25.6% | +6.7% | +26.7% |
| 1Y | +42.8% | +39.5% | +3.3% | +34.6% |
| 3Y | +330.4% | -15.3% | +345.7% | +316.5% |
| All | +330.4% | -13.9% | +344.3% | +316.5% |
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