-33.0%
TSLL vs DBX
+9.0%
-42.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +17.8% | -3.3% | +21.1% | +17.8% |
| 30D | +8.2% | -5.9% | +14.1% | +8.3% |
| 3M | +20.9% | -6.7% | +27.5% | +20.6% |
| 6M | -37.5% | +28.0% | -65.5% | -39.3% |
| YTD | -44.5% | +20.6% | -65.1% | -47.7% |
| 1Y | -33.0% | +10.3% | -43.3% | -36.0% |
| All | -33.0% | +9.0% | -42.0% | -36.0% |
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 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