+802.2%
TTMI vs DBX
+8.4%
+793.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.8% |
| 7D | +6.0% | -1.8% | +7.8% | +6.3% |
| 30D | -6.4% | +2.8% | -9.3% | -7.2% |
| 3M | -28.9% | +26.8% | -55.7% | -33.3% |
| 6M | +26.9% | +32.8% | -5.9% | +15.9% |
| YTD | +77.3% | +26.1% | +51.2% | +64.1% |
| 1Y | +147.5% | +14.1% | +133.4% | +136.2% |
| 3Y | +847.6% | +25.7% | +821.9% | +737.6% |
| 5Y | +802.2% | +11.2% | +791.0% | +619.9% |
| All | +802.2% | +8.4% | +793.8% | +619.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling