+7.8%
DBX vs TRMB
-39.0%
+46.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.7% | +3.4% |
| 7D | +0.3% | -2.9% | +3.2% | +1.7% |
| 30D | 0.0% | -1.8% | +1.8% | +0.9% |
| 3M | +26.1% | +8.4% | +17.7% | +21.3% |
| 6M | +29.4% | -18.5% | +47.9% | +41.6% |
| YTD | +24.4% | -26.7% | +51.2% | +42.6% |
| 1Y | +10.9% | -28.3% | +39.2% | +27.6% |
| 3Y | +24.1% | +12.6% | +11.5% | +10.2% |
| 5Y | +7.8% | -38.7% | +46.5% | +37.8% |
| All | +7.8% | -39.0% | +46.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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