+13.8%
DBX vs TRMB
+53.1%
-39.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -7.3% | -16.6% | +9.2% | -0.9% |
| 30D | -5.7% | -8.9% | +3.2% | -3.2% |
| 3M | -6.3% | -6.3% | 0.0% | -5.2% |
| 6M | +12.1% | -10.0% | +22.1% | +15.4% |
| YTD | +16.5% | -30.1% | +46.7% | +33.6% |
| 1Y | +6.1% | -31.3% | +37.4% | +22.0% |
| 3Y | +21.8% | +30.8% | -9.1% | +1.0% |
| 5Y | +19.1% | -35.9% | +55.1% | +34.6% |
| All | +13.8% | +53.1% | -39.3% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling