+47.7%
DBX vs TPG
+74.1%
-26.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.9% |
| 7D | +2.1% | -9.4% | +11.5% | +5.4% |
| 30D | +5.7% | -5.3% | +11.0% | +7.6% |
| 3M | +31.8% | +12.9% | +18.9% | +26.3% |
| 6M | +37.5% | +20.1% | +17.4% | +28.2% |
| YTD | +27.9% | -22.5% | +50.4% | +37.6% |
| 1Y | +15.0% | -19.7% | +34.7% | +21.3% |
| 3Y | +27.2% | +81.2% | -54.0% | -7.2% |
| All | +47.7% | +74.1% | -26.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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