+43.5%
TFC vs DBX
+15.6%
+27.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +2.3% | -3.3% | +5.5% | +3.0% |
| 30D | +10.8% | -5.9% | +16.7% | +12.3% |
| 3M | -3.8% | -6.7% | +2.9% | -2.5% |
| 6M | +9.6% | +28.0% | -18.4% | +1.7% |
| YTD | +5.8% | +20.6% | -14.8% | -1.0% |
| 1Y | +16.2% | +10.3% | +5.9% | +11.1% |
| 3Y | +96.0% | +24.0% | +71.9% | +76.6% |
| 5Y | +1.7% | +24.2% | -22.5% | -10.3% |
| All | +43.5% | +15.6% | +27.9% | +10.8% |
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