+290.7%
TSM vs DBX
+7.2%
+283.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.1% |
| 7D | +6.0% | -1.3% | +7.4% | +6.3% |
| 30D | +4.5% | -2.9% | +7.4% | +5.1% |
| 3M | +3.1% | +23.8% | -20.7% | -4.0% |
| 6M | +30.2% | +26.2% | +4.0% | +19.2% |
| YTD | +45.2% | +21.6% | +23.6% | +34.3% |
| 1Y | +79.6% | +11.4% | +68.1% | +70.4% |
| 3Y | +411.0% | +21.3% | +389.7% | +347.3% |
| 5Y | +290.7% | +6.7% | +284.1% | +234.0% |
| All | +290.7% | +7.2% | +283.5% | +234.0% |
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 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