+228.8%
TSCO vs DBX
+19.3%
+209.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.1% |
| 7D | -2.5% | +0.3% | -2.7% | -2.6% |
| 30D | -1.1% | 0.0% | -1.1% | -1.3% |
| 3M | +14.3% | +26.1% | -11.8% | +8.3% |
| 6M | -31.9% | +29.4% | -61.2% | -36.2% |
| YTD | -30.7% | +24.4% | -55.1% | -34.6% |
| 1Y | -41.1% | +10.9% | -51.9% | -43.1% |
| 3Y | -17.1% | +24.1% | -41.2% | -23.9% |
| 5Y | -7.5% | +7.8% | -15.3% | -14.7% |
| All | +228.8% | +19.3% | +209.5% | +165.7% |
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