-18.4%
TSCO vs DBX
+25.2%
-43.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | -4.4% | +2.8% | -7.2% | -4.8% |
| 3M | +9.7% | +26.8% | -17.1% | +6.2% |
| 6M | -32.4% | +32.8% | -65.2% | -35.0% |
| YTD | -31.7% | +26.1% | -57.7% | -33.8% |
| 1Y | -41.3% | +14.1% | -55.4% | -42.3% |
| All | -18.4% | +25.2% | -43.6% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling