-25.1%
TGT vs DBX
+11.7%
-36.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -5.2% | +2.1% | -7.3% | -5.8% |
| 30D | +1.2% | +5.7% | -4.6% | -0.5% |
| 3M | +18.4% | +31.8% | -13.4% | +9.2% |
| 6M | +33.4% | +37.5% | -4.0% | +20.4% |
| YTD | +63.8% | +27.9% | +35.9% | +50.9% |
| 1Y | +77.2% | +15.0% | +62.1% | +68.2% |
| 3Y | +41.8% | +27.2% | +14.6% | +23.5% |
| All | -25.1% | +11.7% | -36.8% | -38.0% |
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