+77.6%
DBX vs TXG
+27.0%
+50.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.9% | +0.9% |
| 7D | +2.1% | +9.5% | -7.4% | +0.7% |
| 30D | +5.7% | +18.8% | -13.0% | +2.8% |
| 3M | +31.8% | +136.1% | -104.3% | +13.7% |
| 6M | +37.5% | +235.2% | -197.8% | +10.5% |
| YTD | +27.9% | +320.5% | -292.6% | -1.8% |
| 1Y | +15.0% | +425.2% | -410.1% | -16.1% |
| 3Y | +27.2% | +42.9% | -15.7% | +9.4% |
| 5Y | +12.8% | -62.8% | +75.6% | +12.7% |
| All | +77.6% | +27.0% | +50.6% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling