+22.3%
DBX vs TD
+194.0%
-171.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.8% |
| 7D | -2.4% | +0.3% | -2.8% | -2.5% |
| 30D | -0.5% | +0.4% | -0.9% | -0.8% |
| 3M | +28.1% | +7.6% | +20.4% | +23.0% |
| 6M | +33.1% | +25.0% | +8.1% | +17.9% |
| YTD | +25.3% | +31.0% | -5.7% | +8.3% |
| 1Y | +18.3% | +65.2% | -46.8% | -9.6% |
| 3Y | +25.0% | +122.5% | -97.5% | -19.6% |
| 5Y | +7.5% | +124.8% | -117.3% | -31.8% |
| All | +22.3% | +194.0% | -171.7% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling