+18.7%
DBX vs TKO
+500.8%
-482.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.0% | -7.9% | -4.1% |
| 7D | -1.3% | +7.2% | -8.5% | -3.0% |
| 30D | -2.9% | +4.7% | -7.6% | -4.1% |
| 3M | +23.8% | -3.2% | +27.1% | +24.4% |
| 6M | +26.2% | -2.9% | +29.1% | +26.3% |
| YTD | +21.6% | -5.8% | +27.4% | +22.2% |
| 1Y | +11.4% | -1.1% | +12.5% | +10.3% |
| 3Y | +21.3% | +111.1% | -89.8% | -2.3% |
| 5Y | +6.7% | +315.6% | -308.9% | -30.6% |
| All | +18.7% | +500.8% | -482.1% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling