-1.1%
TLT vs DBX
+21.2%
-22.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | -0.3% | -2.9% | +2.6% | -0.3% |
| 3M | -1.7% | +23.8% | -25.6% | -1.9% |
| 6M | -4.9% | +26.2% | -31.1% | -5.1% |
| YTD | -2.8% | +21.6% | -24.4% | -3.0% |
| 1Y | -4.2% | +11.4% | -15.6% | -4.3% |
| 3Y | -1.1% | +21.3% | -22.4% | -3.1% |
| All | -1.1% | +21.2% | -22.3% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling