+122.7%
TT vs DBX
+21.2%
+101.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | +1.6% | -1.3% | +2.9% | +1.6% |
| 30D | -7.3% | -2.9% | -4.4% | -7.2% |
| 3M | -2.6% | +23.8% | -26.4% | -3.9% |
| 6M | +5.9% | +26.2% | -20.3% | +4.1% |
| YTD | +15.4% | +21.6% | -6.2% | +14.1% |
| 1Y | +8.2% | +11.4% | -3.2% | +8.5% |
| 3Y | +122.7% | +21.3% | +101.4% | +115.7% |
| All | +122.7% | +21.2% | +101.5% | +115.7% |
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