-34.5%
TLT vs DBX
+24.0%
-58.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | -3.3% | +0.2% | -3.0% |
| 30D | +1.0% | -5.9% | +6.9% | +1.2% |
| 3M | -2.7% | -6.7% | +4.0% | -2.6% |
| 6M | -4.1% | +28.0% | -32.1% | -4.6% |
| YTD | -5.4% | +20.6% | -26.0% | -5.7% |
| 1Y | -7.0% | +10.3% | -17.3% | -7.2% |
| 3Y | +2.8% | +24.0% | -21.2% | +2.1% |
| All | -34.5% | +24.0% | -58.5% | -36.6% |
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