+34.5%
DBX vs TLN
+538.9%
-504.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -3.2% |
| 7D | -4.4% | -1.3% | -3.1% | -4.4% |
| 30D | +4.8% | -10.5% | +15.3% | +5.0% |
| 3M | +0.3% | +0.1% | +0.2% | +0.1% |
| 6M | +40.4% | -17.4% | +57.8% | +41.2% |
| YTD | +24.7% | -9.7% | +34.3% | +23.7% |
| 1Y | +20.9% | -12.3% | +33.1% | +20.1% |
| 3Y | +34.5% | +528.3% | -493.8% | +10.6% |
| All | +34.5% | +538.9% | -504.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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