+47.1%
DBX vs TLN
+583.6%
-536.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -2.6% |
| 7D | -2.4% | +7.1% | -9.5% | -2.7% |
| 30D | -0.5% | -3.9% | +3.4% | -0.4% |
| 3M | +28.1% | -16.2% | +44.2% | +28.5% |
| 6M | +33.1% | -5.8% | +38.9% | +31.6% |
| YTD | +25.3% | -15.4% | +40.7% | +24.7% |
| 1Y | +18.3% | -16.7% | +35.0% | +17.6% |
| 3Y | +25.0% | +473.8% | -448.7% | +0.4% |
| All | +47.1% | +583.6% | -536.5% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling