-17.9%
TMUS vs DBX
+7.4%
-25.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | +6.5% | -6.3% | +12.8% | +7.1% |
| 30D | +11.3% | -5.9% | +17.1% | +11.7% |
| 3M | -2.9% | -0.4% | -2.5% | -3.1% |
| 6M | -10.5% | +29.8% | -40.4% | -12.3% |
| YTD | -14.4% | +20.5% | -34.9% | -13.5% |
| 1Y | -17.9% | +8.7% | -26.5% | -15.0% |
| All | -17.9% | +7.4% | -25.3% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling