+42.8%
DBX vs TLN
+602.5%
-559.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.0% |
| 7D | -1.3% | +10.9% | -12.2% | -1.7% |
| 30D | -2.9% | -6.3% | +3.4% | -2.7% |
| 3M | +23.8% | -10.7% | +34.5% | +23.9% |
| 6M | +26.2% | +1.6% | +24.6% | +24.1% |
| YTD | +21.6% | -13.1% | +34.7% | +21.0% |
| 1Y | +11.4% | -15.1% | +26.5% | +10.8% |
| 3Y | +21.3% | +495.0% | -473.7% | -2.9% |
| All | +42.8% | +602.5% | -559.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling