-34.9%
TLT vs DBX
+8.9%
-43.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.6% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | -2.9% | +26.1% | -29.0% | -3.2% |
| 6M | -6.3% | +29.4% | -35.6% | -6.6% |
| YTD | -3.3% | +24.4% | -27.8% | -3.7% |
| 1Y | -4.2% | +10.9% | -15.1% | -4.4% |
| 3Y | -1.7% | +24.1% | -25.7% | -2.2% |
| 5Y | -34.9% | +7.8% | -42.6% | -37.0% |
| All | -34.9% | +8.9% | -43.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling