-44.5%
TOST vs DXCM
-40.9%
-3.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.5% |
| 7D | 0.0% | +4.9% | -4.9% | -1.8% |
| 30D | +16.2% | -0.2% | +16.3% | +16.0% |
| 3M | -1.5% | -8.9% | +7.4% | +1.7% |
| 6M | +55.3% | +42.3% | +13.0% | +32.9% |
| YTD | -2.3% | +25.6% | -27.9% | -12.5% |
| 1Y | -5.5% | +39.5% | -45.1% | -18.9% |
| 3Y | +151.1% | -15.3% | +166.4% | +124.0% |
| 5Y | -27.9% | -48.4% | +20.5% | -7.8% |
| All | -44.5% | -40.9% | -3.6% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling