-48.9%
TSLL vs DBX
+40.4%
-89.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.4% | +4.2% |
| 7D | +0.5% | -8.1% | +8.6% | +5.9% |
| 30D | +2.7% | -4.9% | +7.6% | +5.0% |
| 3M | +26.3% | -2.7% | +29.0% | +25.6% |
| 6M | -37.2% | +25.2% | -62.4% | -50.7% |
| YTD | -44.2% | +19.3% | -63.5% | -55.6% |
| 1Y | -44.0% | +6.6% | -50.6% | -50.7% |
| 3Y | 0.0% | +24.6% | -24.6% | -28.0% |
| All | -48.9% | +40.4% | -89.3% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling