-4.0%
TLT vs DBX
+25.7%
-29.6%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -2.7% | -6.3% | +3.6% | -2.5% |
| 30D | +2.2% | -5.9% | +8.0% | +2.3% |
| 3M | -1.7% | -0.4% | -1.4% | -1.6% |
| 6M | -4.0% | +29.8% | -33.8% | -3.0% |
| All | -4.0% | +25.7% | -29.6% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling