+57.6%
DBX vs TSLQ
-97.8%
+155.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | +0.3% |
| 7D | -3.3% | -16.8% | +13.6% | -4.5% |
| 30D | -5.9% | -18.0% | +12.1% | -6.9% |
| 3M | -6.7% | -34.5% | +27.8% | -9.0% |
| 6M | +28.0% | -8.9% | +36.9% | +29.6% |
| YTD | +20.6% | -19.0% | +39.6% | +22.1% |
| 1Y | +10.3% | -38.2% | +48.5% | +9.3% |
| 3Y | +24.0% | -96.9% | +121.0% | +6.8% |
| All | +57.6% | -97.8% | +155.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling