+204.7%
TMO vs DBX
+22.6%
+182.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | +1.1% | +5.7% | -4.6% | -0.2% |
| 3M | +28.3% | +31.8% | -3.5% | +20.5% |
| 6M | +23.3% | +37.5% | -14.2% | +13.9% |
| YTD | +5.5% | +27.9% | -22.5% | -1.1% |
| 1Y | +24.5% | +15.0% | +9.5% | +19.2% |
| 3Y | +19.6% | +27.2% | -7.6% | +9.0% |
| 5Y | +8.1% | +12.8% | -4.7% | -1.4% |
| All | +204.7% | +22.6% | +182.1% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling