-5.3%
TSN vs DBX
+20.4%
-25.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.6% |
| 7D | -6.3% | -2.4% | -3.9% | -6.2% |
| 30D | -10.8% | -0.5% | -10.3% | -10.8% |
| 3M | -8.8% | +28.1% | -36.8% | -10.0% |
| 6M | -16.8% | +33.1% | -49.9% | -17.0% |
| YTD | -10.0% | +25.3% | -35.3% | -9.9% |
| 1Y | -5.3% | +18.3% | -23.6% | -5.4% |
| All | -5.3% | +20.4% | -25.7% | -5.4% |
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 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