-52.1%
TSLL vs DBX
+38.0%
-90.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -6.0% | +16.9% | +15.0% |
| 7D | -14.3% | -8.6% | -5.7% | -9.6% |
| 30D | -6.2% | -5.2% | -1.0% | -4.0% |
| 3M | +21.2% | -6.4% | +27.6% | +23.8% |
| 6M | -36.6% | +12.7% | -49.3% | -46.3% |
| YTD | -47.8% | +17.2% | -65.0% | -57.9% |
| 1Y | -45.2% | +5.5% | -50.8% | -51.6% |
| 3Y | -3.3% | +24.1% | -27.4% | -30.5% |
| All | -52.1% | +38.0% | -90.1% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling