+13.8%
DBX vs TAP
-31.9%
+45.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -7.3% | -4.5% | -2.8% | -6.3% |
| 30D | -5.7% | +7.5% | -13.2% | -7.3% |
| 3M | -6.3% | -4.9% | -1.5% | -5.4% |
| 6M | +12.1% | -3.5% | +15.6% | +12.7% |
| YTD | +16.5% | -11.4% | +28.0% | +18.8% |
| 1Y | +6.1% | -10.8% | +16.9% | +7.8% |
| 3Y | +21.8% | -24.5% | +46.2% | +27.0% |
| 5Y | +19.1% | +2.5% | +16.7% | +13.8% |
| All | +13.8% | -31.9% | +45.6% | +10.6% |
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