-13.8%
TLT vs DBX
+22.6%
-36.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.1% |
| 7D | -1.6% | +2.1% | -3.7% | -1.6% |
| 30D | -1.1% | +5.7% | -6.9% | -1.0% |
| 3M | -4.9% | +31.8% | -36.7% | -4.2% |
| 6M | -5.0% | +37.5% | -42.5% | -4.2% |
| YTD | -4.4% | +27.9% | -32.3% | -3.7% |
| 1Y | -6.4% | +15.0% | -21.4% | -6.0% |
| 3Y | -2.0% | +27.2% | -29.2% | -1.0% |
| 5Y | -35.0% | +12.8% | -47.8% | -34.6% |
| All | -13.8% | +22.6% | -36.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling