+149.8%
TOST vs DXCM
-13.1%
+162.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +4.0% | -4.4% | +8.4% | +4.9% |
| 30D | +11.1% | -3.6% | +14.7% | +11.8% |
| 3M | +0.8% | -4.3% | +5.2% | +1.5% |
| 6M | +38.8% | +33.8% | +5.0% | +30.8% |
| YTD | -2.1% | +22.1% | -24.2% | -6.3% |
| 1Y | -6.0% | +47.4% | -53.4% | -12.8% |
| 3Y | +149.8% | -12.3% | +162.0% | +130.2% |
| All | +149.8% | -13.1% | +162.9% | +130.2% |
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 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