+21.5%
DBX vs TDY
+219.0%
-197.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.9% |
| 7D | +0.3% | -1.8% | +2.1% | +0.9% |
| 30D | 0.0% | -13.8% | +13.8% | +5.4% |
| 3M | +26.1% | -3.9% | +30.0% | +27.1% |
| 6M | +29.4% | -9.0% | +38.4% | +32.2% |
| YTD | +24.4% | +16.5% | +7.9% | +14.1% |
| 1Y | +10.9% | +9.3% | +1.6% | +4.1% |
| 3Y | +24.1% | +45.1% | -21.0% | +2.0% |
| 5Y | +7.8% | +35.0% | -27.2% | -9.6% |
| All | +21.5% | +219.0% | -197.6% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling