+24.9%
DBX vs TCOM
-17.8%
+42.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +2.1% | -4.9% | +7.0% | +3.0% |
| 30D | +5.7% | -14.4% | +20.1% | +8.6% |
| 3M | +31.8% | -17.7% | +49.5% | +36.1% |
| 6M | +37.5% | -25.1% | +62.6% | +44.2% |
| YTD | +27.9% | -45.7% | +73.7% | +41.6% |
| 1Y | +15.0% | -47.9% | +62.9% | +28.1% |
| 3Y | +27.2% | +8.9% | +18.2% | +17.9% |
| 5Y | +12.8% | +26.9% | -14.1% | -4.3% |
| All | +24.9% | -17.8% | +42.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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