+75.4%
TSM vs DBX
+12.9%
+62.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.4% |
| 7D | +4.8% | +0.3% | +4.5% | +4.9% |
| 30D | +4.0% | 0.0% | +4.0% | +4.2% |
| 3M | +2.0% | +26.1% | -24.1% | +6.6% |
| 6M | +25.5% | +29.4% | -3.9% | +33.5% |
| YTD | +44.0% | +24.4% | +19.6% | +53.4% |
| 1Y | +75.4% | +10.9% | +64.6% | +83.3% |
| All | +75.4% | +12.9% | +62.6% | +83.3% |
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 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