+716.8%
TTMI vs DBX
+22.6%
+694.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.0% |
| 7D | +0.7% | +2.1% | -1.4% | +0.1% |
| 30D | -8.4% | +5.7% | -14.2% | -9.9% |
| 3M | -32.5% | +31.8% | -64.3% | -37.7% |
| 6M | +32.5% | +37.5% | -5.0% | +18.9% |
| YTD | +83.2% | +27.9% | +55.3% | +67.3% |
| 1Y | +161.7% | +15.0% | +146.6% | +145.5% |
| 3Y | +890.1% | +27.2% | +863.0% | +780.4% |
| 5Y | +832.4% | +12.8% | +819.7% | +732.0% |
| All | +716.8% | +22.6% | +694.2% | +524.9% |
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 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