+21.5%
DBX vs TAP
-34.4%
+55.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +0.3% | -5.1% | +5.3% | +1.4% |
| 30D | 0.0% | -8.4% | +8.4% | +1.9% |
| 3M | +26.1% | -3.9% | +30.0% | +27.1% |
| 6M | +29.4% | -14.4% | +43.7% | +33.4% |
| YTD | +24.4% | -14.7% | +39.2% | +28.0% |
| 1Y | +10.9% | -18.7% | +29.5% | +15.0% |
| 3Y | +24.1% | -32.6% | +56.7% | +32.8% |
| 5Y | +7.8% | -1.4% | +9.2% | +3.7% |
| All | +21.5% | -34.4% | +55.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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