+16.4%
DBX vs TMF
-80.7%
+97.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | -8.1% | -3.4% | -4.8% | -8.3% |
| 30D | -4.9% | +11.5% | -16.4% | -4.5% |
| 3M | -2.7% | -4.5% | +1.8% | -2.9% |
| 6M | +25.2% | -15.0% | +40.1% | +24.3% |
| YTD | +19.3% | -19.9% | +39.1% | +18.1% |
| 1Y | +6.6% | -26.6% | +33.2% | +5.1% |
| 3Y | +24.6% | -29.8% | +54.4% | +23.8% |
| 5Y | +23.5% | -88.2% | +111.7% | +3.5% |
| All | +16.4% | -80.7% | +97.1% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling