+7.8%
DBX vs TCOM
+25.9%
-18.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +2.8% |
| 7D | +0.3% | -10.2% | +10.4% | +1.8% |
| 30D | 0.0% | -16.8% | +16.8% | +2.6% |
| 3M | +26.1% | -16.7% | +42.8% | +29.2% |
| 6M | +29.4% | -27.1% | +56.4% | +35.0% |
| YTD | +24.4% | -45.5% | +69.9% | +34.8% |
| 1Y | +10.9% | -45.9% | +56.7% | +20.1% |
| 3Y | +24.1% | +9.8% | +14.3% | +16.3% |
| 5Y | +7.8% | +23.8% | -16.0% | -5.6% |
| All | +7.8% | +25.9% | -18.1% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling