+6.3%
TNA vs DBX
+19.3%
-12.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.5% | -6.0% |
| 7D | -3.6% | +0.3% | -3.9% | -4.1% |
| 30D | -10.1% | 0.0% | -10.1% | -10.9% |
| 3M | +2.7% | +26.1% | -23.4% | -17.9% |
| 6M | +38.4% | +29.4% | +9.1% | +2.9% |
| YTD | +45.4% | +24.4% | +21.0% | +11.2% |
| 1Y | +55.9% | +10.9% | +45.1% | +30.6% |
| 3Y | +109.8% | +24.1% | +85.8% | +56.1% |
| 5Y | -22.5% | +7.8% | -30.3% | -32.6% |
| All | +6.3% | +19.3% | -12.9% | -29.9% |
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 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