-23.8%
TNA vs DBX
+10.1%
-34.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -4.2% |
| 7D | -7.6% | -1.8% | -5.8% | -6.3% |
| 30D | -13.6% | +2.8% | -16.5% | -16.7% |
| 3M | +2.8% | +26.8% | -23.9% | -20.4% |
| 6M | +34.5% | +32.8% | +1.7% | -6.6% |
| YTD | +41.0% | +26.1% | +15.0% | +2.7% |
| 1Y | +52.0% | +14.1% | +37.9% | +21.4% |
| 3Y | +103.5% | +25.7% | +77.8% | +34.4% |
| All | -23.8% | +10.1% | -34.0% | -50.5% |
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