+378.6%
TTMI vs DBX
+15.6%
+362.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | +11.4% | -3.3% | +14.6% | +11.9% |
| 30D | -28.3% | -5.9% | -22.4% | -27.7% |
| 3M | -46.7% | -6.7% | -40.0% | -46.5% |
| 6M | -56.1% | +28.0% | -84.1% | -59.9% |
| YTD | +7.4% | +20.6% | -13.2% | -1.7% |
| 1Y | +17.4% | +10.3% | +7.1% | +10.2% |
| 3Y | +429.1% | +24.0% | +405.1% | +367.3% |
| 5Y | +418.8% | +24.2% | +394.5% | +348.3% |
| All | +378.6% | +15.6% | +362.9% | +267.2% |
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