+15.0%
DBX vs TCOM
-46.9%
+62.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +2.1% | -4.9% | +7.0% | +2.7% |
| 30D | +5.7% | -14.4% | +20.1% | +7.6% |
| 3M | +31.8% | -17.7% | +49.5% | +34.3% |
| 6M | +37.5% | -25.1% | +62.6% | +40.8% |
| YTD | +27.9% | -45.7% | +73.7% | +32.8% |
| 1Y | +15.0% | -47.9% | +62.9% | +19.6% |
| All | +15.0% | -46.9% | +62.0% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling