-12.4%
TLT vs DBX
+20.1%
-32.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.1% |
| 7D | -0.4% | -2.4% | +2.0% | -0.5% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | -2.7% | +28.1% | -30.8% | -2.1% |
| 6M | -5.6% | +33.1% | -38.7% | -4.9% |
| YTD | -2.8% | +25.3% | -28.1% | -2.2% |
| 1Y | -1.4% | +18.3% | -19.8% | -0.9% |
| 3Y | -1.6% | +25.0% | -26.6% | -0.6% |
| 5Y | -33.8% | +7.5% | -41.4% | -33.6% |
| All | -12.4% | +20.1% | -32.5% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling