+6.7%
DBX vs TXT
+12.6%
-5.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -2.9% | -11.1% | +8.2% | +1.6% |
| 3M | +23.8% | -13.0% | +36.8% | +29.8% |
| 6M | +26.2% | -16.2% | +42.4% | +33.4% |
| YTD | +21.6% | -8.7% | +30.3% | +22.5% |
| 1Y | +11.4% | -3.8% | +15.2% | +8.9% |
| 3Y | +21.3% | +5.5% | +15.8% | +8.7% |
| 5Y | +6.7% | +12.3% | -5.6% | -12.5% |
| All | +6.7% | +12.6% | -5.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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