+14.4%
TFC vs DBX
+20.4%
-6.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +2.4% | -2.4% | +4.9% | +2.5% |
| 30D | -1.3% | -0.5% | -0.8% | -1.3% |
| 3M | +6.1% | +28.1% | -22.0% | +5.5% |
| 6M | +7.3% | +33.1% | -25.8% | +7.2% |
| YTD | +8.2% | +25.3% | -17.1% | +8.2% |
| 1Y | +14.4% | +18.3% | -3.9% | +13.8% |
| All | +14.4% | +20.4% | -6.0% | +13.8% |
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 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