+9.3%
TSN vs DBX
+23.5%
-14.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.0% |
| 7D | -7.3% | +0.3% | -7.6% | -7.3% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -7.5% | +26.1% | -33.6% | -7.7% |
| 6M | -14.1% | +29.4% | -43.5% | -14.0% |
| YTD | -9.4% | +24.4% | -33.9% | -9.4% |
| 1Y | -4.1% | +10.9% | -14.9% | -4.2% |
| All | +9.3% | +23.5% | -14.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling