-10.4%
TSCO vs DBX
+11.7%
-22.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -5.7% | +2.1% | -7.8% | -6.1% |
| 30D | -8.8% | +5.7% | -14.5% | -10.0% |
| 3M | +6.3% | +31.8% | -25.5% | 0.0% |
| 6M | -32.3% | +37.5% | -69.7% | -37.2% |
| YTD | -32.7% | +27.9% | -60.6% | -36.6% |
| 1Y | -43.7% | +15.0% | -58.7% | -45.8% |
| 3Y | -19.7% | +27.2% | -46.8% | -27.1% |
| All | -10.4% | +11.7% | -22.1% | -22.8% |
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