+735.6%
TTMI vs DBX
+16.6%
+719.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.7% |
| 7D | +12.2% | -1.3% | +13.5% | +12.4% |
| 30D | -5.7% | -2.9% | -2.9% | -5.4% |
| 3M | -27.5% | +23.8% | -51.3% | -32.1% |
| 6M | +47.1% | +26.2% | +20.9% | +35.0% |
| YTD | +87.5% | +21.6% | +65.8% | +73.2% |
| 1Y | +175.2% | +11.4% | +163.8% | +159.6% |
| 3Y | +901.9% | +21.3% | +880.7% | +800.6% |
| 5Y | +843.5% | +6.7% | +836.8% | +752.9% |
| All | +735.6% | +16.6% | +719.0% | +546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling