+429.1%
TTMI vs DBX
+26.6%
+402.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | +11.4% | -3.3% | +14.6% | +11.2% |
| 30D | -28.3% | -5.9% | -22.4% | -28.5% |
| 3M | -46.7% | -6.7% | -40.0% | -46.7% |
| 6M | -56.1% | +28.0% | -84.1% | -57.4% |
| YTD | +7.4% | +20.6% | -13.2% | +5.3% |
| 1Y | +17.4% | +10.3% | +7.1% | +18.3% |
| 3Y | +429.1% | +24.0% | +405.1% | +383.1% |
| All | +429.1% | +26.6% | +402.6% | +383.1% |
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