+1,127.0%
TSM vs DBX
+20.1%
+1,106.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.4% |
| 7D | +2.7% | -2.4% | +5.2% | +3.3% |
| 30D | +3.6% | -0.5% | +4.1% | +3.5% |
| 3M | -3.4% | +28.1% | -31.4% | -10.1% |
| 6M | +20.6% | +33.1% | -12.5% | +9.9% |
| YTD | +41.9% | +25.3% | +16.6% | +31.2% |
| 1Y | +84.4% | +18.3% | +66.0% | +72.4% |
| 3Y | +380.2% | +25.0% | +355.2% | +330.9% |
| 5Y | +275.3% | +7.5% | +267.8% | +240.6% |
| All | +1,127.0% | +20.1% | +1,106.9% | +852.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling