+22.3%
DBX vs TRMB
+66.3%
-44.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -2.4% | -2.5% | +0.1% | -1.2% |
| 30D | -0.5% | +1.5% | -2.0% | -1.1% |
| 3M | +28.1% | +6.8% | +21.3% | +24.1% |
| 6M | +33.1% | -14.9% | +48.0% | +42.6% |
| YTD | +25.3% | -24.1% | +49.4% | +40.9% |
| 1Y | +18.3% | -25.4% | +43.7% | +33.3% |
| 3Y | +25.0% | +8.0% | +17.0% | +14.9% |
| 5Y | +7.5% | -37.3% | +44.8% | +24.9% |
| All | +22.3% | +66.3% | -44.0% | -17.6% |
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