+10,533.6%
TSM vs DXCM
+2,595.0%
+7,938.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +14.8% | -3.6% | +18.5% | +15.4% |
| 30D | -8.9% | -4.3% | -4.6% | -8.5% |
| 3M | -5.3% | -10.4% | +5.1% | -4.0% |
| 6M | +2.6% | +33.1% | -30.5% | -3.0% |
| YTD | +34.5% | +22.6% | +11.9% | +28.6% |
| 1Y | +41.0% | +36.5% | +4.5% | +32.6% |
| 3Y | +333.1% | -13.5% | +346.6% | +320.6% |
| 5Y | +270.1% | -49.6% | +319.7% | +280.3% |
| 10Y | +1,608.7% | +399.5% | +1,209.2% | +1,059.2% |
| All | +10,533.6% | +2,595.0% | +7,938.6% | +4,278.5% |
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 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