-5.4%
TSLL vs DBX
+23.9%
-29.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -11.0% | -7.3% | -3.7% | -7.6% |
| 30D | -5.3% | -5.7% | +0.4% | -3.1% |
| 3M | +20.8% | -6.3% | +27.1% | +23.0% |
| 6M | -36.0% | +12.1% | -48.1% | -44.6% |
| YTD | -47.3% | +16.5% | -63.8% | -56.3% |
| 1Y | -48.4% | +6.1% | -54.5% | -53.7% |
| 3Y | -5.4% | +21.8% | -27.2% | -29.0% |
| All | -5.4% | +23.9% | -29.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling