+401.4%
TDG vs DBX
+20.9%
+380.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | -9.3% | +2.8% | -12.1% | -10.0% |
| 3M | -7.1% | +26.8% | -33.8% | -12.8% |
| 6M | -11.2% | +32.8% | -43.9% | -18.4% |
| YTD | -15.3% | +26.1% | -41.3% | -21.2% |
| 1Y | -12.5% | +14.1% | -26.6% | -16.7% |
| 3Y | +51.2% | +25.7% | +25.5% | +36.3% |
| 5Y | +126.1% | +11.2% | +115.0% | +104.0% |
| All | +401.4% | +20.9% | +380.5% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling