+10,091.2%
TSM vs DXCM
+2,584.4%
+7,506.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.2% |
| 7D | -2.5% | -4.4% | +1.8% | -1.9% |
| 30D | -14.3% | -3.6% | -10.7% | -14.0% |
| 3M | -7.2% | -4.3% | -2.9% | -6.9% |
| 6M | -5.1% | +33.8% | -38.9% | -10.3% |
| YTD | +28.9% | +22.1% | +6.7% | +23.4% |
| 1Y | +37.1% | +47.4% | -10.3% | +27.3% |
| 3Y | +341.5% | -12.3% | +353.7% | +327.8% |
| 5Y | +245.7% | -49.1% | +294.8% | +254.7% |
| 10Y | +1,502.2% | +423.1% | +1,079.1% | +979.1% |
| All | +10,091.2% | +2,584.4% | +7,506.8% | +4,099.2% |
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 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