-44.5%
TOST vs DXCM
-43.7%
-0.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | +0.9% |
| 7D | +9.4% | -3.5% | +12.9% | +10.9% |
| 30D | +13.5% | -5.8% | +19.3% | +15.9% |
| 3M | -0.1% | -4.3% | +4.2% | +1.1% |
| 6M | +22.5% | +31.6% | -9.1% | +8.1% |
| YTD | -2.4% | +19.6% | -22.0% | -10.9% |
| 1Y | -4.7% | +36.9% | -41.6% | -17.8% |
| 3Y | +103.2% | -16.3% | +119.5% | +80.6% |
| 5Y | -41.2% | -50.0% | +8.8% | -24.1% |
| All | -44.5% | -43.7% | -0.8% | -32.4% |
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