+25.9%
DBX vs TMF
-88.5%
+114.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.2% |
| 7D | -6.3% | -8.2% | +1.9% | -6.0% |
| 30D | -5.9% | +5.3% | -11.2% | -6.0% |
| 3M | -0.4% | -8.5% | +8.1% | -0.1% |
| 6M | +29.8% | -17.2% | +47.0% | +30.4% |
| YTD | +20.5% | -23.4% | +43.9% | +21.3% |
| 1Y | +8.7% | -30.2% | +38.9% | +9.5% |
| 3Y | +25.9% | -32.9% | +58.9% | +26.1% |
| All | +25.9% | -88.5% | +114.4% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling