+27.2%
DBX vs TDY
+46.9%
-19.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.3% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +5.7% | -12.0% | +17.8% | +8.0% |
| 3M | +31.8% | -3.2% | +35.0% | +32.0% |
| 6M | +37.5% | -7.9% | +45.3% | +38.9% |
| YTD | +27.9% | +18.2% | +9.7% | +18.1% |
| 1Y | +15.0% | +6.7% | +8.4% | +10.0% |
| 3Y | +27.2% | +47.5% | -20.4% | +6.5% |
| All | +27.2% | +46.9% | -19.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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