+172.6%
TTMI vs DBX
+20.4%
+152.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.3% | +7.7% |
| 7D | +5.9% | -2.4% | +8.3% | +4.7% |
| 30D | -4.3% | -0.5% | -3.8% | -4.2% |
| 3M | -32.0% | +28.1% | -60.1% | -22.3% |
| 6M | +19.5% | +33.1% | -13.6% | +41.0% |
| YTD | +82.0% | +25.3% | +56.7% | +112.9% |
| 1Y | +172.6% | +18.3% | +154.3% | +223.9% |
| All | +172.6% | +20.4% | +152.2% | +223.9% |
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