+671.6%
TT vs DBX
+19.3%
+652.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.8% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | -6.7% | 0.0% | -6.7% | -6.8% |
| 3M | -5.4% | +26.1% | -31.5% | -9.3% |
| 6M | +4.4% | +29.4% | -25.0% | -1.1% |
| YTD | +14.9% | +24.4% | -9.5% | +9.6% |
| 1Y | +9.3% | +10.9% | -1.6% | +6.2% |
| 3Y | +121.7% | +24.1% | +97.7% | +107.2% |
| 5Y | +148.2% | +7.8% | +140.4% | +131.3% |
| All | +671.6% | +19.3% | +652.3% | +543.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling