+21.7%
DBX vs TMF
-79.9%
+101.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -4.4% | +1.2% | -5.6% | -4.3% |
| 30D | +4.8% | +19.7% | -15.0% | +5.6% |
| 3M | +0.3% | -2.1% | +2.4% | +0.2% |
| 6M | +40.4% | -13.4% | +53.8% | +39.4% |
| YTD | +24.7% | -16.7% | +41.4% | +23.7% |
| 1Y | +20.9% | -23.3% | +44.2% | +19.5% |
| 3Y | +34.5% | -24.8% | +59.3% | +34.1% |
| 5Y | +24.6% | -88.0% | +112.7% | +4.1% |
| All | +21.7% | -79.9% | +101.6% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling