-8.7%
TSN vs DBX
+20.1%
-28.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | -6.3% | -2.4% | -3.9% | -6.1% |
| 30D | -10.8% | -0.5% | -10.3% | -10.9% |
| 3M | -8.8% | +28.1% | -36.8% | -11.4% |
| 6M | -16.8% | +33.1% | -49.9% | -19.8% |
| YTD | -10.0% | +25.3% | -35.3% | -12.7% |
| 1Y | -5.3% | +18.3% | -23.6% | -7.7% |
| 3Y | +8.5% | +25.0% | -16.5% | +3.1% |
| 5Y | -22.9% | +7.5% | -30.5% | -26.4% |
| All | -8.7% | +20.1% | -28.8% | -21.8% |
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