+56.7%
TOST vs DXCM
-13.8%
+70.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -3.4% | -3.2% | -0.2% | -2.8% |
| 30D | -2.4% | +6.3% | -8.8% | -3.6% |
| 3M | +34.6% | +21.1% | +13.5% | +29.4% |
| 6M | +15.2% | +20.6% | -5.4% | +10.6% |
| YTD | -4.4% | +32.4% | -36.8% | -9.7% |
| 1Y | -17.4% | +8.8% | -26.3% | -19.5% |
| All | +56.7% | -13.8% | +70.4% | +46.8% |
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