+67.1%
DBX vs TSLQ
-97.2%
+164.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.4% |
| 7D | +2.1% | -6.6% | +8.7% | +1.6% |
| 30D | +5.7% | -24.3% | +30.0% | +3.9% |
| 3M | +31.8% | -3.6% | +35.4% | +33.0% |
| 6M | +37.5% | -12.0% | +49.4% | +38.6% |
| YTD | +27.9% | +1.4% | +26.5% | +31.2% |
| 1Y | +15.0% | -43.6% | +58.6% | +13.2% |
| 3Y | +27.2% | -95.4% | +122.6% | +14.9% |
| All | +67.1% | -97.2% | +164.3% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TSLQ 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling