+34.5%
DBX vs TMF
-25.3%
+59.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -4.4% | +1.2% | -5.6% | -4.4% |
| 30D | +4.8% | +19.7% | -15.0% | +4.5% |
| 3M | +0.3% | -2.1% | +2.4% | +0.3% |
| 6M | +40.4% | -13.4% | +53.8% | +40.2% |
| YTD | +24.7% | -16.7% | +41.4% | +24.5% |
| 1Y | +20.9% | -23.3% | +44.2% | +20.7% |
| 3Y | +34.5% | -24.8% | +59.3% | +34.9% |
| All | +34.5% | -25.3% | +59.8% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling