+407.4%
TDG vs DBX
+22.6%
+384.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -1.9% | +2.1% | -4.0% | -2.4% |
| 30D | -7.7% | +5.7% | -13.4% | -9.1% |
| 3M | -9.3% | +31.8% | -41.1% | -15.7% |
| 6M | -9.4% | +37.5% | -46.8% | -17.5% |
| YTD | -14.3% | +27.9% | -42.2% | -20.5% |
| 1Y | -11.8% | +15.0% | -26.9% | -16.3% |
| 3Y | +52.0% | +27.2% | +24.8% | +36.6% |
| 5Y | +128.8% | +12.8% | +116.1% | +105.8% |
| All | +407.4% | +22.6% | +384.8% | +296.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling