+188.8%
TRI vs DBX
+20.9%
+167.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -14.4% | -1.8% | -12.5% | -14.0% |
| 30D | -8.1% | +2.8% | -11.0% | -8.6% |
| 3M | +17.5% | +26.8% | -9.2% | +12.3% |
| 6M | -5.0% | +32.8% | -37.7% | -10.0% |
| YTD | -24.7% | +26.1% | -50.8% | -28.0% |
| 1Y | -41.5% | +14.1% | -55.6% | -43.3% |
| 3Y | -20.3% | +25.7% | -46.1% | -25.3% |
| 5Y | -10.9% | +11.2% | -22.1% | -16.7% |
| All | +188.8% | +20.9% | +167.9% | +146.9% |
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