+23.7%
DBX vs TD
+123.9%
-100.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.5% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | 0.0% | -1.6% | +1.6% | +0.3% |
| 3M | +26.1% | +4.6% | +21.5% | +24.5% |
| 6M | +29.4% | +26.8% | +2.5% | +20.5% |
| YTD | +24.4% | +28.3% | -3.9% | +15.3% |
| 1Y | +10.9% | +60.4% | -49.6% | -5.0% |
| All | +23.7% | +123.9% | -100.2% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling