-5.8%
TDG vs DBX
+22.5%
-28.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.8% |
| 7D | +7.1% | -1.1% | +8.2% | +7.0% |
| 30D | +11.4% | +5.0% | +6.3% | +11.5% |
| 3M | -4.6% | +4.6% | -9.2% | -4.5% |
| 6M | +5.8% | +43.9% | -38.1% | +6.4% |
| YTD | -8.5% | +29.9% | -38.4% | -7.6% |
| 1Y | -5.8% | +24.6% | -30.4% | -4.5% |
| All | -5.8% | +22.5% | -28.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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