+103.2%
TOST vs DXCM
-18.8%
+122.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -0.2% |
| 7D | +9.4% | -3.5% | +12.9% | +10.2% |
| 30D | +13.5% | -5.8% | +19.3% | +14.8% |
| 3M | -0.1% | -4.3% | +4.2% | +0.6% |
| 6M | +22.5% | +31.6% | -9.1% | +15.6% |
| YTD | -2.4% | +19.6% | -22.0% | -6.3% |
| 1Y | -4.7% | +36.9% | -41.6% | -10.7% |
| 3Y | +103.2% | -16.3% | +119.5% | +46.5% |
| All | +103.2% | -18.8% | +122.0% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling