-46.0%
TSLL vs DBX
+22.5%
-68.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.3% | -9.6% | -6.4% |
| 7D | -9.4% | -1.1% | -8.3% | -9.4% |
| 30D | +1.6% | +5.0% | -3.5% | +1.2% |
| 3M | +29.4% | +4.6% | +24.8% | +28.6% |
| 6M | -20.1% | +43.9% | -64.1% | -23.8% |
| YTD | -44.5% | +29.9% | -74.4% | -48.2% |
| 1Y | -46.0% | +24.6% | -70.6% | -50.1% |
| All | -46.0% | +22.5% | -68.6% | -50.1% |
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