+43.0%
TMUS vs DBX
+7.2%
+35.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | -0.3% | -1.3% | +1.1% | -0.1% |
| 30D | +3.1% | -2.9% | +6.0% | +3.5% |
| 3M | +2.4% | +23.8% | -21.4% | -0.6% |
| 6M | -17.1% | +26.2% | -43.3% | -19.9% |
| YTD | -9.1% | +21.6% | -30.7% | -11.8% |
| 1Y | -23.6% | +11.4% | -35.1% | -25.1% |
| 3Y | +38.8% | +21.3% | +17.6% | +31.4% |
| 5Y | +43.0% | +6.7% | +36.3% | +29.5% |
| All | +43.0% | +7.2% | +35.8% | +29.5% |
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