+11,117.7%
TSM vs DXCM
+2,810.6%
+8,307.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.2% |
| 7D | +2.7% | -3.2% | +5.9% | +3.2% |
| 30D | +3.6% | +6.3% | -2.7% | +2.5% |
| 3M | -3.4% | +21.1% | -24.5% | -6.7% |
| 6M | +20.6% | +20.6% | 0.0% | +16.2% |
| YTD | +41.9% | +32.4% | +9.4% | +34.5% |
| 1Y | +84.4% | +8.8% | +75.5% | +79.4% |
| 3Y | +380.2% | -13.7% | +394.0% | +365.8% |
| 5Y | +275.3% | -35.2% | +310.5% | +271.5% |
| 10Y | +1,751.4% | +281.8% | +1,469.6% | +1,208.7% |
| All | +11,117.7% | +2,810.6% | +8,307.1% | +4,477.6% |
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 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