+24.6%
DBX vs TMF
-23.9%
+48.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.9% |
| 7D | -1.1% | +4.0% | -5.1% | -1.7% |
| 30D | +5.0% | +19.5% | -14.4% | +2.7% |
| 3M | +4.6% | -3.5% | +8.1% | +4.4% |
| 6M | +43.9% | -10.6% | +54.5% | +43.9% |
| YTD | +29.9% | -17.1% | +46.9% | +30.4% |
| 1Y | +24.6% | -24.3% | +48.9% | +25.0% |
| All | +24.6% | -23.9% | +48.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling