+26.0%
DBX vs TXG
-65.2%
+91.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.3% | -1.8% | -1.4% | -3.2% |
| 30D | -5.9% | -20.4% | +14.5% | -3.6% |
| 3M | -6.7% | +0.1% | -6.7% | -8.7% |
| 6M | +28.0% | +176.2% | -148.2% | +4.5% |
| YTD | +20.6% | +256.8% | -236.2% | -7.5% |
| 1Y | +10.3% | +255.9% | -245.6% | -15.8% |
| 3Y | +24.0% | +60.2% | -36.2% | +2.3% |
| All | +26.0% | -65.2% | +91.2% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling