-43.8%
TOST vs DXCM
-40.1%
-3.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.2% |
| 7D | +11.6% | +5.7% | +6.0% | +9.2% |
| 30D | +16.2% | +1.3% | +14.9% | +15.5% |
| 3M | +1.0% | +2.2% | -1.1% | -0.2% |
| 6M | +23.2% | +42.0% | -18.8% | +5.6% |
| YTD | -1.0% | +27.3% | -28.2% | -11.7% |
| 1Y | -9.9% | +42.5% | -52.4% | -23.4% |
| 3Y | +101.0% | -13.3% | +114.4% | +77.6% |
| 5Y | -40.4% | -46.8% | +6.4% | -24.8% |
| All | -43.8% | -40.1% | -3.6% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling