-46.4%
TOST vs DXCM
-42.3%
-4.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | -4.7% | -3.6% | -1.0% | -3.4% |
| 30D | +8.5% | -4.3% | +12.8% | +10.2% |
| 3M | -1.6% | -10.4% | +8.8% | +2.3% |
| 6M | +44.1% | +33.1% | +11.0% | +26.6% |
| YTD | -5.6% | +22.6% | -28.2% | -14.7% |
| 1Y | -12.6% | +36.5% | -49.1% | -24.3% |
| 3Y | +137.6% | -13.5% | +151.0% | +107.4% |
| 5Y | -30.4% | -49.6% | +19.3% | -10.1% |
| All | -46.4% | -42.3% | -4.1% | -35.2% |
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 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