+197.7%
TMUS vs DBX
+11.7%
+185.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +9.5% | -7.3% | +16.8% | +10.7% |
| 30D | +13.8% | -5.7% | +19.5% | +14.7% |
| 3M | -4.6% | -6.3% | +1.8% | -3.9% |
| 6M | -11.7% | +12.1% | -23.8% | -13.8% |
| YTD | -15.4% | +16.5% | -31.9% | -18.3% |
| 1Y | -16.1% | +6.1% | -22.2% | -17.7% |
| 3Y | +20.5% | +21.8% | -1.3% | +12.6% |
| 5Y | +48.7% | +19.1% | +29.6% | +37.0% |
| All | +197.7% | +11.7% | +185.9% | +146.6% |
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