+59.0%
DBX vs TW
+221.1%
-162.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | -0.5% | +3.9% | -4.4% | -1.9% |
| 3M | +28.1% | +5.7% | +22.3% | +25.3% |
| 6M | +33.1% | -14.5% | +47.6% | +39.8% |
| YTD | +25.3% | -0.9% | +26.2% | +24.4% |
| 1Y | +18.3% | -13.5% | +31.9% | +23.2% |
| 3Y | +25.0% | +25.0% | 0.0% | +9.6% |
| 5Y | +7.5% | +22.7% | -15.2% | -7.3% |
| All | +59.0% | +221.1% | -162.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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