+256.1%
TPR vs DBX
+23.7%
+232.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | +14.2% | -4.4% | +18.6% | +15.8% |
| 30D | +17.1% | +4.8% | +12.3% | +15.1% |
| 3M | -17.7% | +0.3% | -18.1% | -18.8% |
| 6M | -10.2% | +40.4% | -50.6% | -23.4% |
| YTD | +4.9% | +24.7% | -19.8% | -6.5% |
| 1Y | +36.1% | +20.9% | +15.2% | +22.4% |
| 3Y | +416.5% | +34.5% | +382.0% | +305.2% |
| All | +256.1% | +23.7% | +232.4% | +167.0% |
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