+58.9%
DBX vs TSLQ
-97.3%
+156.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.0% | +5.0% | -3.6% |
| 7D | -1.3% | -8.6% | +7.3% | -1.9% |
| 30D | -2.9% | -24.9% | +22.0% | -4.6% |
| 3M | +23.8% | -1.5% | +25.4% | +25.3% |
| 6M | +26.2% | -18.1% | +44.3% | +26.5% |
| YTD | +21.6% | -0.1% | +21.7% | +24.6% |
| 1Y | +11.4% | -51.4% | +62.8% | +8.2% |
| 3Y | +21.3% | -95.9% | +117.2% | +7.5% |
| All | +58.9% | -97.3% | +156.1% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling