+68.9%
DBX vs TXG
+21.5%
+47.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.6% |
| 7D | -1.3% | +9.4% | -10.7% | -2.7% |
| 30D | -2.9% | +26.1% | -29.0% | -6.6% |
| 3M | +23.8% | +124.8% | -101.0% | +7.6% |
| 6M | +26.2% | +215.2% | -189.0% | +2.5% |
| YTD | +21.6% | +302.2% | -280.6% | -6.0% |
| 1Y | +11.4% | +370.9% | -359.5% | -17.3% |
| 3Y | +21.3% | +38.5% | -17.2% | +4.7% |
| 5Y | +6.7% | -64.4% | +71.0% | +7.3% |
| All | +68.9% | +21.5% | +47.4% | +42.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling