+38.5%
TNA vs DBX
+22.5%
+16.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +4.4% |
| 7D | +2.4% | -1.1% | +3.5% | +2.4% |
| 30D | -0.9% | +5.0% | -5.9% | -0.8% |
| 3M | -19.2% | +4.6% | -23.8% | -19.1% |
| 6M | -0.8% | +43.9% | -44.8% | -1.1% |
| YTD | +33.2% | +29.9% | +3.3% | +35.9% |
| 1Y | +38.5% | +24.6% | +13.9% | +41.9% |
| All | +38.5% | +22.5% | +16.0% | +41.9% |
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