+25.4%
DBX vs TKO
+102.0%
-76.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +2.8% | -2.6% | +5.5% | +3.2% |
| 3M | +26.8% | -7.8% | +34.5% | +28.2% |
| 6M | +32.8% | -7.0% | +39.8% | +33.9% |
| YTD | +26.1% | -8.5% | +34.6% | +27.2% |
| 1Y | +14.1% | -1.3% | +15.4% | +13.3% |
| All | +25.4% | +102.0% | -76.6% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling