-29.4%
TSCO vs DBX
+22.5%
-51.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +1.0% | +4.0% |
| 7D | +15.7% | -1.1% | +16.8% | +15.8% |
| 30D | +16.4% | +5.0% | +11.4% | +16.0% |
| 3M | +11.2% | +4.6% | +6.6% | +10.8% |
| 6M | +14.9% | +43.9% | -29.0% | +13.5% |
| YTD | -25.4% | +29.9% | -55.3% | -25.3% |
| 1Y | -29.4% | +24.6% | -54.0% | -29.1% |
| All | -29.4% | +22.5% | -51.9% | -29.1% |
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