-19.7%
TSN vs DBX
+8.9%
-28.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.2% |
| 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% | -9.0% |
| 6M | -14.1% | +29.4% | -43.5% | -15.6% |
| YTD | -9.4% | +24.4% | -33.9% | -10.8% |
| 1Y | -4.1% | +10.9% | -14.9% | -4.9% |
| 3Y | +10.3% | +24.1% | -13.7% | +6.7% |
| 5Y | -19.7% | +7.8% | -27.5% | -26.3% |
| All | -19.7% | +8.9% | -28.6% | -26.3% |
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 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