+24.6%
DBX vs TXG
+406.9%
-382.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.4% | -0.2% | +3.2% |
| 7D | -1.1% | -19.3% | +18.1% | -0.8% |
| 30D | +5.0% | -30.9% | +36.0% | +5.7% |
| 3M | +4.6% | +41.1% | -36.5% | +3.4% |
| 6M | +43.9% | +211.9% | -167.9% | +35.9% |
| YTD | +29.9% | +314.0% | -284.1% | +16.3% |
| 1Y | +24.6% | +405.4% | -380.8% | +6.0% |
| All | +24.6% | +406.9% | -382.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling