-38.4%
TRI vs DBX
+20.4%
-58.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -3.9% |
| 7D | -0.5% | -2.4% | +1.9% | +1.1% |
| 30D | +7.9% | -0.5% | +8.4% | +8.2% |
| 3M | +24.1% | +28.1% | -4.0% | +7.8% |
| 6M | +3.8% | +33.1% | -29.3% | -11.7% |
| YTD | -16.9% | +25.3% | -42.1% | -28.3% |
| 1Y | -38.4% | +18.3% | -56.7% | -46.4% |
| All | -38.4% | +20.4% | -58.8% | -46.4% |
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