0.0%
TFC vs DBX
+20.7%
-20.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.6% |
| 7D | -1.2% | -8.1% | +6.9% | +1.0% |
| 30D | +7.8% | -4.9% | +12.7% | +9.1% |
| 3M | -3.0% | -2.7% | -0.3% | -2.8% |
| 6M | +5.8% | +25.2% | -19.4% | -2.1% |
| YTD | +5.3% | +19.3% | -14.0% | -1.9% |
| 1Y | +15.7% | +6.6% | +9.1% | +11.7% |
| 3Y | +94.8% | +24.6% | +70.2% | +68.9% |
| 5Y | 0.0% | +23.5% | -23.5% | -15.1% |
| All | 0.0% | +20.7% | -20.7% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling