+9.2%
TT vs DBX
+20.4%
-11.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.2% |
| 7D | -0.2% | -2.4% | +2.2% | -0.6% |
| 30D | -7.4% | -0.5% | -6.9% | -7.4% |
| 3M | -3.2% | +28.1% | -31.3% | +2.0% |
| 6M | +1.1% | +33.1% | -32.0% | +8.0% |
| YTD | +15.6% | +25.3% | -9.7% | +24.0% |
| 1Y | +9.2% | +18.3% | -9.2% | +17.8% |
| All | +9.2% | +20.4% | -11.3% | +17.8% |
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 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