+17.7%
DBX vs TD
+201.2%
-183.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | +1.1% | -4.4% | -3.8% |
| 30D | -5.9% | +5.2% | -11.1% | -8.2% |
| 3M | -6.7% | +1.2% | -7.9% | -7.5% |
| 6M | +28.0% | +17.7% | +10.2% | +17.1% |
| YTD | +20.6% | +34.2% | -13.6% | +2.8% |
| 1Y | +10.3% | +55.4% | -45.1% | -13.1% |
| 3Y | +24.0% | +130.4% | -106.4% | -21.5% |
| 5Y | +24.2% | +101.8% | -77.6% | -16.4% |
| All | +17.7% | +201.2% | -183.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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