-45.7%
TOST vs DXCM
-37.7%
-8.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | -3.4% | -3.2% | -0.2% | -2.2% |
| 30D | -2.4% | +6.3% | -8.8% | -4.8% |
| 3M | +34.6% | +21.1% | +13.5% | +23.7% |
| 6M | +15.2% | +20.6% | -5.4% | +5.4% |
| YTD | -4.4% | +32.4% | -36.8% | -15.8% |
| 1Y | -17.4% | +8.8% | -26.3% | -22.4% |
| 3Y | +54.5% | -13.7% | +68.2% | +36.4% |
| All | -45.7% | -37.7% | -8.0% | -36.1% |
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