+38.4%
TNA vs DBX
+29.5%
+9.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.5% | -3.9% |
| 7D | -3.6% | +0.3% | -3.9% | -3.5% |
| 30D | -10.1% | 0.0% | -10.1% | -9.9% |
| 3M | +2.7% | +26.1% | -23.4% | +7.6% |
| 6M | +38.4% | +29.4% | +9.1% | +44.9% |
| All | +38.4% | +29.5% | +9.0% | +44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling