+22.3%
DBX vs TAP
-31.0%
+53.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -0.5% | -2.1% | +1.7% | -0.1% |
| 3M | +28.1% | +6.6% | +21.4% | +26.2% |
| 6M | +33.1% | -11.5% | +44.6% | +36.2% |
| YTD | +25.3% | -10.3% | +35.6% | +27.5% |
| 1Y | +18.3% | -14.4% | +32.7% | +21.4% |
| 3Y | +25.0% | -28.3% | +53.3% | +32.0% |
| 5Y | +7.5% | +1.7% | +5.8% | +2.9% |
| All | +22.3% | -31.0% | +53.3% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling