+1,124.5%
TSM vs DBX
+20.9%
+1,103.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | +2.6% | -1.8% | +4.5% | +3.0% |
| 30D | +1.4% | +2.8% | -1.4% | +0.5% |
| 3M | +5.0% | +26.8% | -21.8% | -2.1% |
| 6M | +24.0% | +32.8% | -8.8% | +13.0% |
| YTD | +41.6% | +26.1% | +15.5% | +30.6% |
| 1Y | +66.2% | +14.1% | +52.0% | +57.0% |
| 3Y | +398.2% | +25.7% | +372.5% | +346.3% |
| 5Y | +277.6% | +11.2% | +266.4% | +239.9% |
| All | +1,124.5% | +20.9% | +1,103.7% | +848.6% |
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