+65.1%
TNA vs DBX
+20.4%
+44.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +0.8% |
| 7D | -0.1% | -2.4% | +2.4% | 0.0% |
| 30D | -4.9% | -0.5% | -4.4% | -4.9% |
| 3M | +0.4% | +28.1% | -27.7% | -0.3% |
| 6M | +32.5% | +33.1% | -0.6% | +30.9% |
| YTD | +53.7% | +25.3% | +28.4% | +54.6% |
| 1Y | +65.1% | +18.3% | +46.8% | +69.8% |
| All | +65.1% | +20.4% | +44.7% | +69.8% |
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