+10.7%
TTMI vs DBX
+22.5%
-11.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.3% | -13.4% | -8.1% |
| 7D | -19.2% | -1.1% | -18.1% | -19.5% |
| 30D | -44.9% | +5.0% | -49.9% | -42.8% |
| 3M | -44.7% | +4.6% | -49.3% | -42.1% |
| 6M | -53.4% | +43.9% | -97.3% | -41.5% |
| YTD | +6.3% | +29.9% | -23.5% | +30.3% |
| 1Y | +10.7% | +24.6% | -13.9% | +35.3% |
| All | +10.7% | +22.5% | -11.8% | +35.3% |
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 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