+15.0%
DBX vs TKO
-1.0%
+16.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.1% | +2.3% | -0.2% | +1.7% |
| 30D | +5.7% | -2.5% | +8.2% | +6.1% |
| 3M | +31.8% | -10.6% | +42.4% | +33.0% |
| 6M | +37.5% | -5.1% | +42.5% | +37.9% |
| YTD | +27.9% | -8.2% | +36.1% | +28.8% |
| 1Y | +15.0% | -4.4% | +19.5% | +12.6% |
| All | +15.0% | -1.0% | +16.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling